Concentration for independent random variables with heavy tails

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dc.creatorBarthe, Franck
dc.creatorCattiaux, Patrick
dc.creatorRoberto, Cyril
dc.date2005-05-24
dc.date.accessioned2026-07-07T05:20:12Z
dc.date.available2026-07-07T05:20:12Z
dc.descriptionIf a random variable is not exponentially integrable, it is known that no concentration inequality holds for an infinite sequence of independent copies. Under mild conditions, we establish concentration inequalities for finite sequences of $n$ independent copies, with good dependence in $n$.
dc.identifierhttps://arxiv.org/abs/math/0505492
dc.identifierhttp://arxiv.org/abs/math/0505492
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/75293
dc.subjectProbability
dc.titleConcentration for independent random variables with heavy tails
dc.typetext

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