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world:gausslipshitz [2020/05/19 09:39] rdouc |
world:gausslipshitz [2022/11/17 17:53] rdouc [Gaussian concentration inequality for Lipschitz functions] |
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====== Gaussian concentration inequality for Lipschitz functions ====== | ====== Gaussian concentration inequality for Lipschitz functions ====== | ||
- | This is an interesting application of a symmetrisation argument. This article is almost directly taken from {{https://terrytao.wordpress.com/2010/01/03/254a-notes-1-concentration-of-measure/|Terrence Tao's webpage}} (see also Theorem 2.1.12 in "Topics in Random Matrix Theory" by Terrence Tao). | + | This is an interesting application of a symmetrisation argument. This article is almost directly taken from [[https://terrytao.wordpress.com/2010/01/03/254a-notes-1-concentration-of-measure/|Terrence Tao's webpage (Theorem 8)]] (see also Theorem 2.1.12 in "Topics in Random Matrix Theory" by Terrence Tao). |
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