Sure, in a 2D ball most volume is by the edge and most of a 2D Gaussian is around radious sqrt(2). In either case the “concentration” gets more and more import

Sure, in a 2D ball most volume is by the edge and most of a 2D Gaussian is around radious sqrt(2). In either case the “concentration” gets more and more important as the number of dimensions goes up. (Concentration in quotes because for the Gaussian the typical density goes down.)