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math.PR2005
Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses
Radoslaw Adamczak
We prove logarithmic Sobolev inequalities and concentration results for convex functions and a class of product random vectors. The results are used to derive tail and moment inequ…
math.PR2004
Symmetric stable processes in parabola--shaped regions
Rodrigo Banuelos, Krzysztof Bogdan
We identify the critical exponent of integrability of the first exit time of rotation invariant stable Lévy process from parabola--shaped region.