高斯浓度不等式的协方差表示与初等证明
概率论
2024-10-10 v1 机器学习
摘要
基于特征函数的协方差表示，本文给出了高斯浓度不等式的一个已知初等证明，并简要提及了其他若干应用。
引用
@article{arxiv.2410.06937,
title = {A covariance representation and an elementary proof of the Gaussian concentration inequality},
author = {Christian Houdré},
journal= {arXiv preprint arXiv:2410.06937},
year = {2024}
}
备注
These simple notes on well known results will not be published elsewhere. They have been previously referenced and are posted here to make them more widely accessible