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An introduction to concentration of measure

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If you have a question about this talk, please contact Edward Mottram.

I shall give a brief overview of some of the ideas arising in concentration of measure, focusing on probabilistic aspects rather than isoperimetric ones. I will discuss some of the basic ideas of the theory, the relation with product spaces through Log-Sobolev inequalities and give some examples involving Gaussian measures.

This talk is part of the Cambridge Analysts' Knowledge Exchange series.

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