most citedConcentration for independent random variables with heavy tails

7 citations · 7 across the 1 of their papers we have counts for

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math.PR2005★ 7 cited

Concentration for independent random variables with heavy tails

Franck Barthe, Patrick Cattiaux, Cyril Roberto

If a random variable is not exponentially integrable, it is known that no concentration inequality holds for an infinite sequence of independent copies. Under mild conditions, we e…