Variance of Lipschitz functions and an isoperimetric problem for a class of product measures
Bobkov, Sergei G. ; Houdré, Christian
Bernoulli, Tome 2 (1996) no. 3, p. 249-255 / Harvested from Project Euclid
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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.
Publié le : 1996-09-14
Classification:  isoperimetry,  Lipschitz function,  variance inequality 
@article{1178291721,
     author = {Bobkov, Sergei G. and Houdr\'e, Christian},
     title = {Variance of Lipschitz functions and an isoperimetric problem for a class of product measures},
     journal = {Bernoulli},
     volume = {2},
     number = {3},
     year = {1996},
     pages = { 249-255},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1178291721}
}

Bobkov, Sergei G.; Houdré, Christian. Variance of Lipschitz functions and an isoperimetric problem for a class of product measures. Bernoulli, Tome 2 (1996) no. 3, pp.  249-255. http://gdmltest.u-ga.fr/item/1178291721/