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On finite range stable type concentration

J. C. Breton, C. Houdré

math.PRarXiv:math/0412334

Abstract

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]≥ 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 Lévy measure.

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