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Measure concentration for compound poisson distributions

Kontoyiannis, I and Madiman, M (2006) Measure concentration for compound poisson distributions. Electronic Communications in Probability, 11. pp. 45-57.

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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. Simple new proofs are also given for earlier results of Houdré (2002) and Wu (2000). © 2006 Applied Probability Trust.

Item Type: Article
Divisions: Div F > Signal Processing and Communications
Depositing User: Cron Job
Date Deposited: 08 Jan 2018 20:11
Last Modified: 01 Oct 2020 02:41
DOI: 10.1214/ECP.v11-1190