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High probability concentration bound for norm of multivariate normal distribution

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#probability-theory #measure-theory #normal-distribution #concentration-of-measure
243
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Showing that $\cos(u_1,u_3)=\cos(u_1,u_2)\cos(u_2,u_3)$ for nearby $u_i$

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#probability-theory #concentration-of-measure
112
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Concentration bounds about Random Walks

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#probability-theory #random-walk #concentration-of-measure
55
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Does this function "$h_1$" have an accepted name?

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#probability #reference-request #information-theory #concentration-of-measure
140
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Can we get a tight lower bound of the minimum of several i.i.d. random variables satisfying these conditions?

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#probability #probability-theory #inequality #probability-distributions #concentration-of-measure
118
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Sum of i.i.d. random variables for which Chebyshev inequalities are tight

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#probability #probability-distributions #random-variables #concentration-of-measure
106
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A Chebychev-like inequality using truncated second moment

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#probability #inequality #concentration-of-measure
224
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Concentration inequality for inner Product of two Lipschitz functions

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#inner-products #lipschitz-functions #functional-inequalities #concentration-of-measure
215
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Find an example where bounded difference inequality is useful

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#probability #probability-theory #inequality #concentration-of-measure
63
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Converting sub-gaussian norm to sub-gaussianity and vice versa

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#probability #probability-theory #concentration-of-measure
242
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Concentration of measure on sphere: Bounding the probability of a large angle

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#probability #geometry #trigonometry #spheres #concentration-of-measure
109
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Concentration of measure with "average" Lipschitz constant

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#lipschitz-functions #concentration-of-measure
50
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Concentration inequalities for random measures

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#probability-theory #concentration-of-measure #wasserstein #random-measures
41
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Johnson–Lindenstrauss: What is the dependence on the "variance factor"?

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#probability #concentration-of-measure
135
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Concentration inequality for maximum permuted sums

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#probability #probability-distributions #concentration-of-measure

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