Совместный семинар HDI Lab & TFAIM Lab "The concentration of measure phenomenon"

Abstract. It is planned to discuss the measure concentration phenomenon, mostly on the example of Gaussian and more general product or log-concave probability measures on Euclidean spaces. After historical remarks, the exposition will focus on approaches leading to concentration results: Sobolev-type inequalities (Poincare and Log-Sobolev), Pisier-Maurey's approach to Gaussian concentration and its extension, infimum-convolution operators, covariance identities, Lovasz-Simonovits localization (if time permits).