High-Dimensional Probability

Roman Vershynin

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Language: English

Published by Cambridge University Press, GB, 2026

1009490648 / 9781009490641

Series: Book 61 of 64 - Cambridge Series in Statistical and Probabilistic Mathematics

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'High-Dimensional Probability,' winner of the 2019 PROSE Award in Mathematics, offers an accessible and friendly introduction to key probabilistic methods for mathematical data scientists. Streamlined and updated, this second edition integrates theory, core tools, and modern applications. Concentration inequalities are central, including classical results like Hoeffding's and Chernoff's inequalities, and modern ones like the matrix Bernstein inequality. The book also develops methods based on stochastic processes - Slepian's, Sudakov's, and Dudley's inequalities, generic chaining, and VC-based bounds. Applications include covariance estimation, clustering, networks, semidefinite programming, coding, dimension reduction, matrix completion, and machine learning. New to this edition are 200 additional exercises, alongside extra hints to assist with self-study. Material on analysis, probability, and linear algebra has been reworked and expanded to help bridge the gap from a typical undergraduate background to a second course in probability.…

Seller Inventory # LU-9781009490641

Title
High-Dimensional Probability
Author
Roman Vershynin
Publisher
Cambridge University Press, GB
Publication year
2026
Condition
New
Binding
Hardback
Language
English
ISBN 10
1009490648
ISBN 13
9781009490641
Edition
2nd.
Item weight
817 grams
Dimensions
7 x 0.81 x 10 inches
Series
Book 61 of 64: Cambridge Series in Statistical and Probabilistic Mathematics

Rarewaves USA

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