Measure concentration for stable laws with index close to 2

Electronic Communications in Probability

Volumn 10, Issue , 2005, Pages 29-35

  Marchal, Philippe ^a  

^a ECOLE NORMALE SUPÉRIEURE   (France)

Author keywords

Concentration of measure; Stable distribution

Indexed keywords

EID: 15944426376     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v10-1129     Document Type: Article

References (7)

1. C. Borell, The Brunn-Minkowski inequality in Gauss space. Invent. Math. 30 (1975), 207-216.
2. C. Houdre, Remarks on deviation inequalities for functions of infinitely divisible random vectors. Ann. Proha. 30 (2002), 1223-1237.
3. C. Houdre, P. Marchal, On the Concentration of Measure Phenomenon for Stable and Related Random Vectors. Ann. Prohah. 32 (2004) 1496-1508.
4. C. Houdre, P. Reynaud, Concentration for infinitely divisible vectors with independent components. Preprint.
5. K-I. Sato, em Levy processes and infinitely divisible distributions. Translated from the 1990 Japanese original. Revised by the author. Cambridge Studies in Advanced Mathematics, 68 Cambridge University Press, Cambridge, 1999.
6. V.N. Sudakov and B.S. Tsirel’son, Extremal properties of half-spaces for spherically invariant measures. Zap. Nauch. Sem. LOMI 41 (1974), 14-24. English translation in: J. Soviet Math. 9 (1978), 9-18.
7. M. Talagrand, A new isoperimetric inequality for product measure, and the concentration of measure phenomenon. Israel Seminar, Lecture notes in math. 1469 (1991) 91-124