Remarks on deviation inequalities for functions of infinitely divisible random vectors

• 成果类型: Article
• 署名作者: Houdré, C
• 署名单位: University System of Georgia; Georgia Institute of Technology
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 2002
• 页码: 1223-1237
• 关键词: logarithmic sobolev inequalities; Integrability; bernoulli; variables

摘要

We obtain deviation inequalities for some classes of functions of infinitely divisible random vectors having finite exponential moments.