On the failure of concentration for the \ell_\infty-ball

Let $(X,d)$ be a compact metric space and $μ$ a Borel probability on $X$. For each $N\geq 1$ let $d^N_\infty$ be the $\ell_\infty$-product on $X^N$ of copies of $d$, and consider $1$-Lipschitz functions $X^N\to\mathbb{R}$ for $d^N_\infty$. If the support of $μ$ is connected and locally connected, then all such functions are close in probability to juntas: that is, functions that depend on only a few coordinates of $X^N$. This describes the failure of measure concentration for these product spaces, and can be seen as a Lipschitz-function counterpart of the celebrated result of Friedgut that Boolean functions with small influences are close to juntas.

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