高斯浓度不等式的变体与推广，第一部分
概率论
2022-05-16 v3
摘要
针对 Lipschitz 函数的经典高斯浓度不等式被适配到一种不满足经典假设（即 Lipschitz 与高斯）的情形。该理论比许多用于处理相关推广的现有理论更为直接。给出了一个应用于重尾随机变量线性组合的例子。
关键词
引用
@article{arxiv.1812.10938,
title = {Variations and extensions of the Gaussian concentration inequality, Part I},
author = {Daniel J. Fresen},
journal= {arXiv preprint arXiv:1812.10938},
year = {2022}
}
备注
18 pages. The original arXiv version has been split into two separate papers, Part I and Part II; this is Part I. To appear in Quaest. Math