On the concentration of measure phenomenon for stable and related random vectors.

DOI10.1214/009117904000000289zbMath1056.60049arXivmath/0410152OpenAlexW3099678718MaRDI QIDQ1879834

Philippe Marchal, Christian Houdré

Publication date: 15 September 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410152

zbMATH Keywords

infinite divisibilitystable random vectorsconcentration of measure phenomenon

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) General theory of stochastic processes (60G07)

Related Items (6)

On maximal inequalities for stable stochastic integrals ⋮ Dimension free and infinite variance tail estimates on Poisson space ⋮ On the isoperimetric constant, covariance inequalities and \(L_{p}\)-Poincaré inequalities in dimension one ⋮ Limit theorems for random sums of random summands ⋮ Efron's monotonicity property for measures on \(\mathbb{R}^2\) ⋮ Median, concentration and fluctuations for Lévy processes

Cites Work

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• Remarks on deviation inequalities for functions of infinitely divisible random vectors
• On Tails and Domains of Attraction of Stable Measures in Banach Spaces

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