منابع مشابه
Measure Concentration for Compound Poisson Distributions
Abstract: We give a simple development of the concentration properties of compound Poisson measures on the nonnegative integers. A new modification of the Herbst argument is applied to an appropriate modified logarithmic-Sobolev inequality to derive new concentration bounds. When the measure of interest does not have finite exponential moments, these bounds exhibit optimal polynomial decay. Sim...
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Compound Poisson distributions play important role in many applications (telecommunication, hydrology, insurance, etc.). In this paper, we prove that some of the compound Poisson distributions have the logconcavity property that makes them applicable in stochastic programming problems. The proofs are based on classical Turan types theorem and orthogonal polynomials. Acknowledgements: Please ins...
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ژورنال
عنوان ژورنال: Infinite Dimensional Analysis, Quantum Probability and Related Topics
سال: 2019
ISSN: 0219-0257,1793-6306
DOI: 10.1142/s0219025719500140