Concentration inequality Created 2026-09-24 Updated 2026-09-24
A concentration inequality bounds the probability that a random variable differs substantially from a typical value such as its expected value or median.
At a smooth point with nonzero gradient, rotate coordinates so . Write . A candidate median has level boundary in the disk. The area imbalance is ; equal half-areas force . Here is the tangential second derivative, giving the formula. The disk uses uniform area measure, not its boundary measure.
Median filter 2026-10-07
A median filter replaces an image signal value by the median of nearby values. Unlike a linear average, it can reject isolated extreme observations without averaging both sides of an image edge. The small-radius response depends on neighbourhood geometry and measure; a uniform disk-area median and a circle-boundary median have different time scales.
For a finite first absolute moment, the minimizers of expected absolute loss are the medians. With a density, differentiating the loss gives , so every point where the cumulative distribution function equals one half minimizes it. A density gap may give a whole minimizing interval. In contrast, finite squared loss is uniquely minimized by the expectation.
For a sample of size from a continuous probability distribution, this interval covers the median with probability , for . Count observations below the median: their number has the binomial distribution with parameters . No strict increase of the distribution function is needed.