Dimension free and infinite variance tail estimates on poisson space

Acta Applicandae Mathematicae

Volumn 95, Issue 3, 2007, Pages 151-203

  Breton, Jean Christophe ^b   Houdré, Christian ^c   Privault, Nicolas ^a  

^a UNIVERSITÉ DE POITIERS   (France)

^b UNIVERSITÉ DE LA ROCHELLE   (France)

^c GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Concentration; Infinite divisibility; Large deviations; Ornstein Uhlenbeck semi group; Poisson space; Quadratic Wiener functionals; Stable laws

Indexed keywords

FUNCTION EVALUATION; METHOD OF MOMENTS; RANDOM PROCESSES; RANDOM VARIABLES; STATISTICAL METHODS; VECTORS;

POISSON SPACE; QUADRATIC WIENER FUNCTIONALS; VARIANCE;

POISSON DISTRIBUTION;

EID: 34248210093     PISSN: 01678019     EISSN: 15729036     Source Type: Journal    
DOI: 10.1007/s10440-007-9084-3     Document Type: Article

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