| Título: | Measure Concentration for Stable Laws with Index Close to 2 |
| Autores: | Marchal, Philippe; Université Paris 6 |
| Fecha: | 2005-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: | No aplica |
| Descripción: | 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 of order $1/x^\alpha$ for large $x$, we establish, for smaller $x$, an upper bound of order $\exp(-x^\alpha/2)$, which relates the result to the gaussian concentration. |
| Idioma: | No aplica |
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