world:gausslipshitz
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world:gausslipshitz [2020/05/19 09:29] rdouc [Gaussian concentration inequality for Lipschitz functions] |
world:gausslipshitz [2022/11/17 17:53] (current) 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 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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