On the concentration of measure phenomenon for stable and related random vectors

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Abstract

Concentration of measure is studied, and obtained, for stable and related random vectors.

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Houdré, C., & Marchal, P. (2004). On the concentration of measure phenomenon for stable and related random vectors. Annals of Probability, 32(2), 1496–1508. https://doi.org/10.1214/009117904000000289

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