Gaussian concentration for Lipschitz functions of a Gaussian matrix: $\mathbb P\{h(G)\ge\mathbb E h(G)+Lt\}\le e^{-t^2/2}$

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Gaussian concentration for Lipschitz functions of a Gaussian matrix: $\mathbb P\{h(G)\ge\mathbb E h(G)+Lt\}\le e^{-t^2/2}$ · Prove2Me