It holds for a Gaussian random variable $Y$ with mean $\mu$ and variance $\sigma^2$ such that $$P(|Y|>t)\leq C\exp(-t^2/(4A)^2)$$ where $A$ and $C$ are constants.
Is there a name for this inequality?
2026-03-28 05:22:21.1774675341
Looking for the name of Gaussian concentration inequality
31 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in PROBABILITY-THEORY
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