加载中…
Let be a log-concave isotropic probability measure on , and let denote the law of the normalized sum of independent random vectors with law . We prove that Compared to the previous best known bound, our estimate replaces the polynomial dependence on the dimension by a polylogarithmic one. The proof relies on a new combination of the De Bruijn identity with Eldan’s stochastic localization process.

生成讲解博客的中文版本

生成AI智能校验的中文版本