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April 2004 On the concentration of measure phenomenon for stable and related random vectors
Christian Houdré, Philippe Marchal
Ann. Probab. 32(2): 1496-1508 (April 2004). DOI: 10.1214/009117904000000289

Abstract

Concentration of measure is studied, and obtained, for stable and related random vectors.

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Christian Houdré. Philippe Marchal. "On the concentration of measure phenomenon for stable and related random vectors." Ann. Probab. 32 (2) 1496 - 1508, April 2004. https://doi.org/10.1214/009117904000000289

Information

Published: April 2004
First available in Project Euclid: 18 May 2004

zbMATH: 1056.60049
MathSciNet: MR2060306
Digital Object Identifier: 10.1214/009117904000000289

Subjects:
Primary: 41A25 , 60G70 , 62C20 , 62G07

Keywords: concentration of measure phenomenon , Infinite divisibility , Stable random vectors

Rights: Copyright © 2004 Institute of Mathematical Statistics

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Vol.32 • No. 2 • April 2004
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