Some notes on concentration for \(\alpha\)-subexponential random variables
DOI10.1007/978-3-031-26979-0_7arXiv2002.10761OpenAlexW4379409953MaRDI QIDQ6150874
Publication date: 7 March 2024
Published in: Progress in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.10761
Orlicz normconcentration of measureHanson-Wright inequalitysubexponential random variableconvex concentration
Inequalities; stochastic orderings (60E15) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Large deviations (60F10) Applications of functional analysis in probability theory and statistics (46N30)
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