High-dimensional probability : an introduction with applications in data science /

High-dimensional probability offers insight into the behavior of random vectors, random matrices, random subspaces and objects used to quantify uncertainty in high dimensions. Drawing on ideas from probability, analysis and geometry, it lends itself to applications in mathematics, statistics, theore...

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Bibliographic Details

Main Author:	Vershynin, Roman, 1974- (Author)
Format:	Book
Language:	English
Published:	Cambridge ; New York : Cambridge University Press, [2018].
Series:	Cambridge series on statistical and probabilistic mathematics ; 47.
Subjects:	Probabilities. Stochastic processes. Random variables.