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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2005 Volume 328, Pages 230–235 (Mi znsl317)

This article is cited in 1 paper

Gaussian concentration in the Kantorovich metric of distributions of random variables and the quantile functions

V. N. Sudakov

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences

Abstract: A sketch of the proof of the following theorem. Let the unit ball of the kernel space $H_\gamma$ of a centered Gaussian measure $\gamma$ in the space $L^2$ is a subspace of the unit ball of this space. There exists a (“typical”) univariate distribution $\bar{\mathbf P}_\gamma$ such that the expectation with respect to $\gamma$ of the Kantorovich distance between the distribution of an element of $L^2$ chosen at random and this typical distribution is less than 0.8.

UDC: 519.21

Received: 15.12.2005


 English version:
Journal of Mathematical Sciences (New York), 2006, 139:3, 6631–6633

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