The Annals of Probability

Remarks on deviation inequalities for functions of infinitely divisible random vectors

Christian Houdré

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We obtain deviation inequalities for some classes of functions of infinitely divisible random vectors having finite exponential moments.

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Ann. Probab., Volume 30, Number 3 (2002), 1223-1237.

First available in Project Euclid: 20 August 2002

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Zentralblatt MATH identifier

Primary: 62G07: Density estimation 62C20: Minimax procedures
Secondary: 60G70: Extreme value theory; extremal processes 41A25: Rate of convergence, degree of approximation

Infinite divisible random vectors deviation inequalities concentration of measure phenomenon Lipschitz functions


Houdré, Christian. Remarks on deviation inequalities for functions of infinitely divisible random vectors. Ann. Probab. 30 (2002), no. 3, 1223--1237. doi:10.1214/aop/1029867126.

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