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arXiv · 2410.06937

A covariance representation and an elementary proof of the Gaussian concentration inequality

Christian Houdré
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Abstract

Via a covariance representation based on characteristic functions, a known elementary proof of the Gaussian concentration inequality is presented. A few other applications are briefly mentioned.

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Christian Houdré. 2024-10-09. A covariance representation and an elementary proof of the Gaussian concentration inequality. https://arxiv.org/abs/2410.06937

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