论文标题

高斯浓度不平等的变化和扩展,第二部分

Variations and extensions of the Gaussian concentration inequality, Part II

论文作者

Fresen, Daniel J.

论文摘要

We prove concentration inequalities for $f\left( X\right) $ about its median, where $X$ is a random vector in $\mathbb{R}^n$ with independent heavy tailed coordinates of Weibull or power type, and $f:\mathbb{R}^n\rightarrow\mathbb{R}$ is a locally Lipschitz function.本文是一系列四篇论文的一部分,第一部分,第二部分和两篇支持论文。它可以独立于第一部分。

We prove concentration inequalities for $f\left( X\right) $ about its median, where $X$ is a random vector in $\mathbb{R}^n$ with independent heavy tailed coordinates of Weibull or power type, and $f:\mathbb{R}^n\rightarrow\mathbb{R}$ is a locally Lipschitz function. This paper is part of a series of four papers, Part I, Part II and two supporting papers. It can be read independently of Part I.

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