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# Math 401, Paper 1, Side note 3: Levy's concentration theorem
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# Math 401 Paper 1, Side note 3: Levy's concentration theorem
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## Basic definitions
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### Lipschitz function
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#### $\eta$-Lipschitz function
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Let $(X,\operatorname{dist}_X)$ and $(Y,\operatorname{dist}_Y)$ be two metric spaces. A function $f:X\to Y$ is said to be $\eta$-Lipschitz if there exists a constant $L\in \mathbb{R}$ such that
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That basically means that the function $f$ should not change the distance between any two pairs of points in $X$ by more than a factor of $L$.
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### Sub-Gaussian concentration
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### Random sampling on the $CP^n$
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## Levy's concentration theorem in _High-dimensional probability_ by Roman Vershynin
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### Levy's concentration theorem (Vershynin's version)
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