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September 1996 Variance of Lipschitz functions and an isoperimetric problem for a class of product measures
Sergei G. Bobkov, Christian Houdré
Bernoulli 2(3): 249-255 (September 1996). DOI: 10.3150/bj/1178291721

Abstract

The maximal variance of Lipschitz functions (with respect to the 1-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.

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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

Information

Published: September 1996
First available in Project Euclid: 4 May 2007

zbMATH: 0866.60007
MathSciNet: MR1416865
Digital Object Identifier: 10.3150/bj/1178291721

Keywords: Isoperimetry , Lipschitz function , Variance inequality

Rights: Copyright © 1996 Bernoulli Society for Mathematical Statistics and Probability

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Vol.2 • No. 3 • September 1996
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