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arXiv:math/0606752 [math.PR]AbstractReferencesReviewsResources

Concentration for Infinitely Divisible Vectors with Independent Components

C. Houdré, P. Reynaud-Bouret

Published 2006-06-29Version 1

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

Comments: This manuscript from 2004 will not be published. It has been superseded by the more recent manuscript: Concentration for Norms of Infinitely Divisible Vectors With Independent Components, authored by C. Houdr\'e, P. Marchal and P. Reynaud-Bouret. The new improved manuscript refers to the old version being deposited and will itself be deposited on arXiv within a few days
Categories: math.PR
Subjects: 60E07, 60F10, 60G51, 60G52
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