High-dimensional probability

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Author(s): Vershynin R.
Series: Cambridge Series in Statistical and Probabilistic Mathematics
Publisher: Cambridge University Press
Year: 2018

Language: English
Pages: 300
Tags: Probabilities.;Stochastic processes.;Random variables.

Content: Preface
Appetizer: using probability to cover a geometric set
1. Preliminaries on random variables
2. Concentration of sums of independent random variables
3. Random vectors in high dimensions
4. Random matrices
5. Concentration without independence
6. Quadratic forms, symmetrization and contraction
7. Random processes
8. Chaining
9. Deviations of random matrices and geometric consequences
10. Sparse recovery
11. Dvoretzky-Milman's theorem
Bibliography
Index.