Concentration for norms of infinitely divisible vectors with independent components
From MaRDI portal
Publication:1002530
DOI10.3150/08-BEJ131zbMath1158.60311arXivmath/0607019MaRDI QIDQ1002530
Patricia Reynaud-Bouret, Christian Houdré, Philippe Marchal
Publication date: 2 March 2009
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0607019
Related Items
Concentration inequalities, counting processes and adaptive statistics ⋮ Dimension free and infinite variance tail estimates on Poisson space ⋮ Concentration for norms of infinitely divisible vectors with independent components ⋮ Concentration inequalities for measures of a Boolean model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Poincaré's inequalities and Talagrand's concentration phenomenon for the exponential distribution
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Concentration for norms of infinitely divisible vectors with independent components
- Some deviation inequalities
- Interpolation, correlation identities, and inequalities for infinitely divisible variables
- Adaptive estimation of the intensity of inhomogeneous Poisson processes via concentration inequalities
- Weak dimension-free concentration of measure
- Density estimation by wavelet thresholding
- Remarks on deviation inequalities for functions of infinitely divisible random vectors
- Remarks on strong exponential integrability of vector-valued random series and triangular arrays