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Real-valued functions of real variable, analytic properties of functions and sequences, limits, continuity, smoothness of these.

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Lipschitz continuity of multivariable function in expected value

Suppose $h:\mathcal{X \times Y \times W}\rightarrow\mathcal{X}$, with $\mathcal{X,Y,W} \subseteq \mathbb R^d$, $d \in \mathbb N$ is Lipschitz in $x,y$, i.e., $$ \| h(x,y,w) - h(x',y',w) \|_2 \le L_h …
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