On a concentration inequality for sums of independent isotropic vectors
Stanislav Alekseevich Molchanov (University of North Carolina at Charlotte)
Abstract
We consider a version of a classical concentration inequality for sums of independent, isotropic random vectors with a mild restriction on the distribution of the radial part of these vectors. The proof uses a little Fourier analysis, the Laplace asymptotic method and a conditioning idea that traces its roots to some of the original works on concentration inequalities.
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Pages: 1-8
Publication Date: July 14, 2012
DOI: 10.1214/ECP.v17-2063
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