Push forward measures and concentration phenomena
Abstract
In this note we study how a concentration phenomenon can be transmitted from one measure to a push-forward measure . In the first part, we push forward by , where , and obtain a concentration inequality in terms of the medians of the given norms (with respect to ) and the Banach-Mazur distance between them. This approach is finer than simply bounding the concentration of the push forward measure in terms of the Banach-Mazur distance between and . As a corollary we show that any normed probability space with good concentration is far from any high dimensional subspace of the cube. In the second part, two measures and are given, both related to the norm , obtaining a concentration inequality in which it is involved the Banach-Mazur distance between and and the Lipschitz constant of the map that pushes forward into . As an application, we obtain a concentration inequality for the cross polytope with respect to the normalized Lebesgue measure and the norm.
Keywords
Cite
@article{arxiv.1112.4765,
title = {Push forward measures and concentration phenomena},
author = {C. Hugo JimÉnez and MÁrton NaszÓdi and Rafael Villa},
journal= {arXiv preprint arXiv:1112.4765},
year = {2011}
}
Comments
12 pages