{ "id": "math/0607019", "version": "v2", "published": "2006-07-03T19:00:07.000Z", "updated": "2008-11-14T09:25:06.000Z", "title": "Concentration for norms of infinitely divisible vectors with independent components", "authors": [ "Christian Houdré", "Philippe Marchal", "Patricia Reynaud-Bouret" ], "comment": "Published in at http://dx.doi.org/10.3150/08-BEJ131 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)", "journal": "Bernoulli 2008, Vol. 14, No. 4, 926-948", "doi": "10.3150/08-BEJ131", "categories": [ "math.PR", "math.ST", "stat.TH" ], "abstract": "We obtain dimension-free concentration inequalities for $\\ell^p$-norms, $p\\geq2$, of infinitely divisible random vectors with independent coordinates and finite exponential moments. Besides such norms, the methods and results extend to some other classes of Lipschitz functions.", "revisions": [ { "version": "v2", "updated": "2008-11-14T09:25:06.000Z" } ], "analyses": { "keywords": [ "infinitely divisible vectors", "independent components", "dimension-free concentration inequalities", "finite exponential moments", "results extend" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2006math......7019H" } } }