On a concentration inequality for sums of independent isotropic vectors
@article{ECP2063, author = {Michael Cranston and Stanislav Molchanov}, title = {On a concentration inequality for sums of independent isotropic vectors}, journal = {Electron. Commun. Probab.}, fjournal = {Electronic Communications in Probability}, volume = {17}, year = {2012}, keywords = {concentration inequality; isotropy}, 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.
}, pages = {no. 27, 1-8}, issn = {1083-589X}, doi = {10.1214/ECP.v17-2063}, url = {http://ecp.ejpecp.org/article/view/2063}}