This commit is contained in:
Zheyuan Wu
2025-07-13 16:57:03 -05:00
parent d8e5e34e28
commit d82857764b
11 changed files with 186 additions and 26 deletions

View File

@@ -1,10 +1,9 @@
# Math 401, Paper 1, Side note 3: Levy's concentration theorem
# Math 401 Paper 1, Side note 3: Levy's concentration theorem
## Basic definitions
### Lipschitz function
#### $\eta$-Lipschitz function
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
@@ -17,12 +16,6 @@ for all $x,y\in X$. And $\eta=\|f\|_{\operatorname{Lip}}=\inf_{L\in \mathbb{R}}L
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 $L$.
### Sub-Gaussian concentration
### Random sampling on the $CP^n$
## Levy's concentration theorem in _High-dimensional probability_ by Roman Vershynin
### Levy's concentration theorem (Vershynin's version)