A variance-sensitive Gaussian concentration inequality
Probability
2022-07-11 v2
Abstract
In this note, we obtain a Gaussian concentration inequality for a class of non-Lipschitz functions. In the one-dimensional case, our results supplement those established by Paouris and Valettas in [8].
Keywords
Cite
@article{arxiv.1904.03674,
title = {A variance-sensitive Gaussian concentration inequality},
author = {Nguyen Tien Dung},
journal= {arXiv preprint arXiv:1904.03674},
year = {2022}
}
Comments
9 pages