High Dimensional Probability III.pdf

High Dimensional Probability III

The title High Dimensional Probability is used to describe the many tributaries of research on Gaussian processes and probability in Banach spaces that started in the early 1970s. Many of the problems that motivated researchers at that time were solved. But the powerful new tools created for their solution turned out to be applicable to other important areas of probability. They led to significant advances in the study of empirical processes and other topics in theoretical statistics and to a new approach to the study of aspects of Lévy processes and Markov processes in general. The papers in this book reflect these broad categories. The volume thus will be a valuable resource for postgraduates and reseachers in probability theory and mathematical statistics.

In statistical theory, the field of high-dimensional statistics studies data whose dimension is larger than dimensions considered in classical multivariate analysis.High-dimensional statistics relies on the theory of random vectors.In many applications, the dimension of the data vectors may be larger than the sample size. High Dimensional Probability Ii | Download …

3034894236 ISBN
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High Dimensional Probability III.pdf


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Sofia Voigt

Feb 13, 2020 ... 40. 3. Random vectors in high dimensions. 42. 3.1. Concentration of the norm. 43 . 3.2. Covariance matrices and principal component analysis.

Matteo Müller

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