A variance-sensitive Gaussian concentration inequality
Nguyen Thac Dung · Proceedings of the American Mathematical Society · 2024
In this note, we obtain a Gaussian concentration inequality for a class of non-Lipschitz functions. In the one-dimensional case, our results supplement those established by Paouris and Valettas [Ann. Probab. 46 (2018), pp. 1441–1454].