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Results tagged with pr.probability
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user 160211
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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votes
1
answer
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views
Vector version of concentration of Lipschitz functions on sphere (Levy's Lemma)
Levy's Lemma asserts Lipschitz functions of vectors chosen uniformly from the unit hypersphere concentrate:
Lemma.
Suppose $f:\mathbb{S}^{d-1} \to \mathbb{R}$ is $L$-Lipschitz on the unit hypersphere. …
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