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2012 On a concentration inequality for sums of independent isotropic vectors
Michael Cranston, Stanislav Molchanov
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Electron. Commun. Probab. 17: 1-8 (2012). DOI: 10.1214/ECP.v17-2063

Abstract

We consider a version of a classical concentration inequality for sums of independent, isotropic random vectors with a mild restriction on the distribution of the radial part of these vectors. The proof uses a little Fourier analysis, the Laplace asymptotic method and a conditioning idea that traces its roots to some of the original works on concentration inequalities.

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Michael Cranston. Stanislav Molchanov. "On a concentration inequality for sums of independent isotropic vectors." Electron. Commun. Probab. 17 1 - 8, 2012. https://doi.org/10.1214/ECP.v17-2063

Information

Accepted: 14 July 2012; Published: 2012
First available in Project Euclid: 7 June 2016

zbMATH: 1260.60028
MathSciNet: MR2955492
Digital Object Identifier: 10.1214/ECP.v17-2063

Subjects:
Primary: 60F05
Secondary: 60E15

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