Abstract
We obtain dimension-free concentration inequalities for $ℓ^p$-norms, $p≥2$, 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.
Citation
Christian Houdré. Philippe Marchal. Patricia Reynaud-Bouret. "Concentration for norms of infinitely divisible vectors with independent components." Bernoulli 14 (4) 926 - 948, November 2008. https://doi.org/10.3150/08-BEJ131
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