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Results tagged with measure-concentration
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A Rademacher ‘root 7’ anti-concentration inequality
Let $r_1,r_2,r_3,\dotsc$ be an IID sequence of Rademacher random variables, so that $\mathbb P(r_n=\pm1)=1/2$, and $a_1,a_2,\dotsc$ be a real sequence with $\sum_na_n^2=1$. For $S=\sum_na_nr_n$, does …
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