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Zheyuan Wu
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# Math 401, Paper 1, Side note 3: Levy's concentration theorem
## Levy's concentration theorem in _High-dimensional probability_ by Roman Vershynin
## Basic definitions
### Lipschitz function
### Levy's concentration theorem (Vershynin's version)
#### $\eta$-Lipschitz function
@@ -16,6 +17,16 @@ 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)
> This theorem is exactly the 5.1.4 on the _High-dimensional probability_ by Roman Vershynin.
#### Isoperimetric inequality on $\mathbb{R}^n$