Concentration for Infinitely Divisible Vectors with Independent Components

C. Houdré; P. Reynaud-Bouret

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arXiv · math/0606752

Concentration for Infinitely Divisible Vectors with Independent Components

C. Houdré·P. Reynaud-Bouret

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Abstract

For various classes of Lipschitz functions we provide dimension free concentration inequalities for infinitely divisible random vectors with independent components and finite exponential moments.

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BibTeX RIS

C. Houdré, P. Reynaud-Bouret. 2006-06-29. Concentration for Infinitely Divisible Vectors with Independent Components. https://arxiv.org/abs/math/0606752

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