Some Comments on Deviation Inequalities for Infinitely Divisible Random Vectors |
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| Authors: | Paulauskas V |
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| Institution: | (1) Vilnius University, Naugarduko 24, LT-2600 Vilnius;(2) Institute of Mathematics and Informatics, Akademijos 4, LT-2021 Vilnius, Lithuania |
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| Abstract: | In this paper, we consider deviation inequalities for infinitely divisible random vectors in R
k and infinite-dimensional spaces l
p, 1 p  We compare the results obtained using the covariance representation for infinitely divisible random vectors with the well-known Talagrand's result on measure concentration phenomenon. |
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| Keywords: | deviation inequalities infinitely divisible random vectors measure concentration |
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