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On a concentration inequality for sums of independent isotropic vectors. (English) Zbl 1260.60028

Authors’ 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.

MSC:

60E15 Inequalities; stochastic orderings
60F05 Central limit and other weak theorems
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