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

• URL: http://arxiv.org/abs/2410.06937v1
• Date: Wed, 9 Oct 2024 14:30:55 GMT
• Title: A covariance representation and an elementary proof of the Gaussian concentration inequality
• Authors: Christian Houdré,
• Abstract summary: 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.
• Score: 0.0
• License: http://creativecommons.org/licenses/by/4.0/
• 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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