Use this tag for questions about the principle that a random variable that depends in a Lipschitz way on many independent variables (but not too much on any of them) is essentially constant.
When is the measure of spherical cap large?
Confidence interval of a biased estimator that's asymptotiacally unbiased.
Why isn't a uniform distribution on a bounded set subgaussian?
Tail Bound for normal random variable.
Talagrand's concentration inequality without an almost sure bound?
Does Averaging Always Increase Concentration?