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Measure Concentration for Stable Laws with Index Close to 2
Concentration of measure stable distribution
2009/4/24
We give upper bounds for the probability $P(|f(X)-Ef(X)|>x)$, where $X$ is a stable random variable with index close to 2 and $f$ is a Lipschitz function. While the optimal upper bound is known to be ...
Measure Concentration for Compound Poisson Distributions
Compound Poissonmeasure measurec oncentration entropy method
2009/4/22
We give a simple development of the concentration properties of compound Poisson measures on the nonnegative integers. A new modification of the Herbst argument is applied to an appropriate modified l...
Measure Concentration for Stable Laws with Index Close to 2
Measure Concentration Stable Laws Index
2009/4/7
We give upper bounds for the probability $P(|f(X)-Ef(X)|>x)$, where $X$ is a stable random variable with index close to 2 and $f$ is a Lipschitz function. While the optimal upper bound is known to be ...
Measure Concentration for Compound Poisson Distributions
Concentration Compound Poisson Measure
2009/4/1
We give a simple development of the concentration properties of compound Poisson measures on the nonnegative integers. A new modification of the Herbst argument is applied to an appropriate modified l...