What is high dimensional probability? Under this broad name we collect topics with a common philosophy, where the idea of high dimension plays a key role, either in the problem or in the methods by which it is approached. Let us give a specific example that can be immediately understood, that of Gaussian processes. Roughly speaking, before 1970, the Gaussian processes that were studied were indexed by a subset of Euclidean space, mostly with dimension at most three. Assuming some regularity on the covariance, one tried to ...
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What is high dimensional probability? Under this broad name we collect topics with a common philosophy, where the idea of high dimension plays a key role, either in the problem or in the methods by which it is approached. Let us give a specific example that can be immediately understood, that of Gaussian processes. Roughly speaking, before 1970, the Gaussian processes that were studied were indexed by a subset of Euclidean space, mostly with dimension at most three. Assuming some regularity on the covariance, one tried to take advantage of the structure of the index set. Around 1970 it was understood, in particular by Dudley, Feldman, Gross, and Segal that a more abstract and intrinsic point of view was much more fruitful. The index set was no longer considered as a subset of Euclidean space, but simply as a metric space with the metric canonically induced by the process. This shift in perspective subsequently lead to a considerable clarification of many aspects of Gaussian process theory, and also to its applications in other settings.
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Add this copy of High Dimensional Probability to cart. $159.69, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2012 by Birkhauser.
Add this copy of High Dimensional Probability to cart. $159.69, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 1998 by Birkhauser.
Add this copy of High Dimensional Probability to cart. $180.73, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 1998 by Birkhauser.
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Add this copy of High Dimensional Probability (Progress in Probability, to cart. $201.76, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1998 by Birkhäuser.