Remarks on deviation inequalities for functions of infinitely divisible random vectors

Christian Houdré

doi:10.1214/aop/1029867126

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Home > Journals > Ann. Probab. > Volume 30 > Issue 3 > Article

July 2002 Remarks on deviation inequalities for functions of infinitely divisible random vectors

Christian Houdré

Ann. Probab. 30(3): 1223-1237 (July 2002). DOI: 10.1214/aop/1029867126

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Abstract

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

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Christian Houdré. "Remarks on deviation inequalities for functions of infinitely divisible random vectors." Ann. Probab. 30 (3) 1223 - 1237, July 2002. https://doi.org/10.1214/aop/1029867126

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Published: July 2002

First available in Project Euclid: 20 August 2002

zbMATH: 1017.60018

MathSciNet: MR1920106

Digital Object Identifier: 10.1214/aop/1029867126

Subjects:

Primary: 62C20 , 62G07

Secondary: 41A25 , 60G70

Keywords: concentration of measure phenomenon , Deviation inequalities , Infinite divisible random vectors , Lipschitz functions

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Ann. Probab.

Vol.30 • No. 3 • July 2002

Institute of Mathematical Statistics

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Christian Houdré "Remarks on deviation inequalities for functions of infinitely divisible random vectors," The Annals of Probability, Ann. Probab. 30(3), 1223-1237, (July 2002)

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