Applied Mathematics Research eXpress (2005) Vol. 2005 : article ID 39, 60 pages, doi:10.1155/AMRX.2005.39
Copyright © 2005 Hindawi Publishing Corporation. All rights reserved.
Concentration for independent random variables with heavy tails
F. Barthe,
P. Cattiaux and
C. Roberto
If a random variable is not exponentially integrable, it is known that no concentration inequality holds for an infinite sequence of independent copies. Under mild conditions, we establish concentration inequalities for finite sequences of n independent copies, with good dependence on n.

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