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arxiv: math/0412334 · v1 · submitted 2004-12-16 · 🧮 math.PR

On finite range stable type concentration

classification 🧮 math.PR
keywords stableconcentrationfiniterangebehaviorcompleteequippedfunction
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The purpose of these notes is to further complete our understanding of the stable concentration phenomenon, by obtaining the finite range behavior of $P(F-E[F]\geq x)$, with $F=f(X)$ where $f$ is a Lipschitz function and $X$ is a stable random vector or with $F$ a stochastic functional on the Poisson space equipped with a stable L\'evy measure.

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