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Concentration dimension : ウィキペディア英語版
Concentration dimension
In mathematics — specifically, in probability theory — the concentration dimension of a Banach space-valued random variable is a numerical measure of how “spread out” the random variable is compared to the norm on the space.
==Definition==

Let (''B'', || ||) be a Banach space and let ''X'' be a Gaussian random variable taking values in ''B''. That is, for every linear functional ''ℓ'' in the dual space ''B'', the real-valued random variable ⟨''ℓ'', ''X''⟩ has a normal distribution. Define
:\sigma(X) = \sup \left\ )} \,\right|\, \ell \in B^, \| \ell \| \leq 1 \right\}.
Then the concentration dimension ''d''(''X'') of ''X'' is defined by
:d(X) = \frac )}{\sigma(X)^{2}}.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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