A variance-sensitive Gaussian concentration inequality

Dung, Nguyen

doi:10.1090/proc/16905

A variance-sensitive Gaussian concentration inequality
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by Nguyen Tien Dung;

Proc. Amer. Math. Soc. 152 (2024), 4057-4065

DOI: https://doi.org/10.1090/proc/16905

Published electronically: July 19, 2024

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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 [Ann. Probab. 46 (2018), pp. 1441–1454].

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