Abstract
The maximal variance of Lipschitz functions (with respect to the ℓ1-distance) of independent random vectors is found. This is then used to solve the isoperimetric problem, uniformly in the class of product probability measures with given variance.
Citation
Sergei G. Bobkov. Christian Houdré. "Variance of Lipschitz functions and an isoperimetric problem for a class of product measures." Bernoulli 2 (3) 249 - 255, September 1996. https://doi.org/10.3150/bj/1178291721
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