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arXiv · 1904.03674

A variance-sensitive Gaussian concentration inequality

Nguyen Tien Dung
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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].

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Nguyen Tien Dung. 2019-04-07. A variance-sensitive Gaussian concentration inequality. https://arxiv.org/abs/1904.03674

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