Concentration for norms of infinitely divisible vectors with independent components

Abstract

We obtain dimension-free concentration inequalities for ${\ell }^p$-norms, $p\ge 2$, of infinitely divisible random vectors with independent coordinates and finite exponential moments. Besides such norms, the methods and results extend to some other classes of Lipschitz functions.

Published in at http://dx.doi.org/10.3150/08-BEJ131 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)

References in corpus (1)

• Concentration for Infinitely Divisible Vectors with Independent Components