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Item Details
Title: HIGH DIMENSIONAL PROBABILITY
By: Ernst Eberlein (Editor), Marjorie Hahn (Editor)
Format: Hardback

List price: £119.99


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ISBN 10: 376435867X
ISBN 13: 9783764358679
Publisher: BIRKHAUSER VERLAG AG
Pub. date: 18 February, 1998
Edition: 1998 ed.
Series: Progress in Probability 43
Pages: 335
Description: What is high dimensional probability? Under this broad term one finds a collection of topics associated by the fact that 'n' plays a key role in each, whether the idea of high dimension 'n' is expressed in the problem or in the methods by which it is approached. This work is suitable for researchers and students in probability or statistics.
Synopsis: 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.
Illustrations: VIII, 335 p.
Publication: Switzerland
Imprint: Birkhauser Verlag AG
Returns: Returnable
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