We provide a sharp quantitative version of the Gaussian concentration inequality: for every $r>0$, the difference between the measure of the $r$-enlargement of a given set and the $r$-enlargement of a half-space controls the square of the measure of the symmetric difference between the set and a suitable half-space. We also prove a similar estimate in the Euclidean setting for the enlargement with a general convex set. This is equivalent to the stability of the Brunn-Minkowski inequality for the Minkowski sum between a convex set and a generic one.
Robustness of the Gaussian concentration inequality and the Brunn-Minkowski inequality / Barchiesi, Marco; Julin, Vesa. - In: CALCULUS OF VARIATIONS AND PARTIAL DIFFERENTIAL EQUATIONS. - ISSN 0944-2669. - 56:3(2017). [10.1007/s00526-017-1169-x]
Robustness of the Gaussian concentration inequality and the Brunn-Minkowski inequality
BARCHIESI, MARCO;
2017
Abstract
We provide a sharp quantitative version of the Gaussian concentration inequality: for every $r>0$, the difference between the measure of the $r$-enlargement of a given set and the $r$-enlargement of a half-space controls the square of the measure of the symmetric difference between the set and a suitable half-space. We also prove a similar estimate in the Euclidean setting for the enlargement with a general convex set. This is equivalent to the stability of the Brunn-Minkowski inequality for the Minkowski sum between a convex set and a generic one.| File | Dimensione | Formato | |
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