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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 : Then the concentration dimension ''d''(''X'') of ''X'' is defined by :
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