Measure Concentration for Compound Poisson Distributions
نویسندگان
چکیده
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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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2006
ISSN: 1083-589X
DOI: 10.1214/ecp.v11-1190