The Concentration of Measure Phenomenon
Jan 2001 · Mathematical Surveys and Monographs Book 89 · American Mathematical Soc.
Ebook
181
Pages
reportRatings and reviews aren’t verified Learn More
About this ebook
The observation of the concentration of measure phenomenon is inspired by isoperimetric inequalities. A familiar example is the way the uniform measure on the standard sphere $S^n$ becomes concentrated around the equator as the dimension gets large. This property may be interpreted in terms of functions on the sphere with small oscillations, an idea going back to Levy. The phenomenon also occurs in probability, as a version of the law of large numbers, due to Emil Borel. This book offers the basic techniques and examples of the concentration of measure phenomenon. The concentration of measure phenomenon was put forward in the early seventies by V. Milman in the asymptotic geometry of Banach spaces. It is of powerful interest in applications in various areas, such as geometry, functional analysis and infinite-dimensional integration, discrete mathematics and complexity theory, and probability theory.Particular emphasis is on geometric, functional, and probabilistic tools to reach and describe measure concentration in a number of settings. This book presents concentration functions and inequalities, isoperimetric and functional examples, spectrum and topological applications, product measures, entropic and transportation methods, as well as aspects of M. Talagrand's deep investigation of concentration in product spaces and its application in discrete mathematics and probability theory, supremum of Gaussian and empirical processes, spin glass, random matrices, etc. Prerequisites are a basic background in measure theory, functional analysis, and probability theory.
Rate this ebook
Tell us what you think.
Reading information
Smartphones and tablets
Install the Google Play Books app for Android and iPad/iPhone. It syncs automatically with your account and allows you to read online or offline wherever you are.
Laptops and computers
You can listen to audiobooks purchased on Google Play using your computer's web browser.
eReaders and other devices
To read on e-ink devices like Kobo eReaders, you'll need to download a file and transfer it to your device. Follow the detailed Help Center instructions to transfer the files to supported eReaders.
