Pages that link to "Item:Q1872292"

The following pages link to Remarks on deviation inequalities for functions of infinitely divisible random vectors (Q1872292):

Displaying 30 items.

• Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility (Q261928) (← links)
• Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
• Statistical estimation of Lévy-type stochastic volatility models (Q470521) (← links)
• Strong central limit theorem for isotropic random walks in \({\mathbb{R}^d}\) (Q644782) (← links)
• Poisson process Fock space representation, chaos expansion and covariance inequalities (Q718899) (← links)
• Dimension free and infinite variance tail estimates on Poisson space (Q884754) (← links)
• Concentration for norms of infinitely divisible vectors with independent components (Q1002530) (← links)
• Small-time expansions for the transition distributions of Lévy processes (Q1041053) (← links)
• On operator-norm approximation of some semigroups by quasi-sectorial operators. (Q1428443) (← links)
• A discrete log-Sobolev inequality under a Bakry-Émery type condition (Q1700400) (← links)
• Efron's monotonicity property for measures on \(\mathbb{R}^2\) (Q1749994) (← links)
• Concentration and deviation inequalities in infinite dimensions via covariance representations (Q1860993) (← links)
• Some comments on deviation inequalities for infinitely divisible random vectors (Q1873272) (← links)
• Asymptotic estimates for white noise distributions (Q1876853) (← links)
• On the concentration of measure phenomenon for stable and related random vectors. (Q1879834) (← links)
• Concentration inequalities for functionals of Poisson cylinder processes (Q2024515) (← links)
• Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables (Q2042767) (← links)
• Compound Poisson point processes, concentration and oracle inequalities (Q2068112) (← links)
• On concentration inequalities for vector-valued Lipschitz functions (Q2244515) (← links)
• A note on the convex infimum convolution inequality (Q2405181) (← links)
• On the isoperimetric constant, covariance inequalities and \(L_{p}\)-Poincaré inequalities in dimension one (Q2419658) (← links)
• Poisson-type deviation inequalities for curved continuous-time Markov chains (Q2469651) (← links)
• Median, concentration and fluctuations for Lévy processes (Q2483470) (← links)
• The effect of estimation in high-dimensional portfolios (Q2847243) (← links)
• Concentration inequalities for measures of a Boolean model (Q4603439) (← links)
• Functional inequalities for discrete gradients and application to the geometric distribution (Q4671810) (← links)
• Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model (Q5093724) (← links)
• HIGH‐ORDER SHORT‐TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS (Q5739188) (← links)
• Improved one-sided deviation inequalities under regularity assumptions for product measures (Q5881056) (← links)
• On Gaussian and Bernoulli covariance representations (Q5949613) (← links)