High Dimensional Probability

¡
¡ Progress in Probability āĻ•āĻŋāĻ¤āĻžāĻĒ 43 ¡ Birkhäuser
āĻ‡āĻŦā§āĻ•
335
āĻĒā§ƒāĻˇā§āĻ āĻž
āĻŽā§‚āĻ˛ā§āĻ¯āĻžāĻ‚āĻ•āĻ¨ āĻ†ā§°ā§ āĻĒā§°ā§āĻ¯āĻžāĻ˛ā§‹āĻšāĻ¨āĻž āĻ¸āĻ¤ā§āĻ¯āĻžāĻĒāĻ¨ āĻ•ā§°āĻž āĻšā§‹ā§ąāĻž āĻ¨āĻžāĻ‡  āĻ…āĻ§āĻŋāĻ• āĻœāĻžāĻ¨āĻ•

āĻāĻ‡ āĻ‡āĻŦā§āĻ•āĻ–āĻ¨ā§° āĻŦāĻŋāĻˇā§Ÿā§‡

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.

āĻāĻ‡ āĻ‡āĻŦā§āĻ•āĻ–āĻ¨āĻ• āĻŽā§‚āĻ˛ā§āĻ¯āĻžāĻ‚āĻ•āĻ¨ āĻ•ā§°āĻ•

āĻ†āĻŽāĻžāĻ• āĻ†āĻĒā§‹āĻ¨āĻžā§° āĻŽāĻ¤āĻžāĻŽāĻ¤ āĻœāĻ¨āĻžāĻ“āĻ•āĨ¤

āĻĒāĻĸāĻŧāĻžā§° āĻ¨āĻŋāĻ°ā§āĻĻā§‡āĻļāĻžā§ąāĻ˛ā§€

āĻ¸ā§āĻŽāĻžā§°ā§āĻŸāĻĢ’āĻ¨ āĻ†ā§°ā§ āĻŸā§‡āĻŦāĻ˛ā§‡āĻŸ
Android āĻ†ā§°ā§ iPad/iPhoneā§° āĻŦāĻžāĻŦā§‡ Google Play Books āĻāĻĒāĻŸā§‹ āĻ‡āĻ¨āĻˇā§āĻŸāĻ˛ āĻ•ā§°āĻ•āĨ¤ āĻ‡ āĻ¸ā§āĻŦāĻ¯āĻŧāĻ‚āĻ•ā§āĻ°āĻŋāĻ¯āĻŧāĻ­āĻžā§ąā§‡ āĻ†āĻĒā§‹āĻ¨āĻžā§° āĻāĻ•āĻžāĻ‰āĻŖā§āĻŸā§° āĻ¸ā§ˆāĻ¤ā§‡ āĻ›āĻŋāĻ‚āĻ• āĻšāĻ¯āĻŧ āĻ†ā§°ā§ āĻ†āĻĒā§āĻ¨āĻŋ āĻ¯'āĻ¤ā§‡ āĻ¨āĻžāĻĨāĻžāĻ•āĻ• āĻ¤'āĻ¤ā§‡āĻ‡ āĻ•ā§‹āĻ¨ā§‹ āĻ…āĻĄāĻŋāĻ…'āĻŦā§āĻ• āĻ…āĻ¨āĻ˛āĻžāĻ‡āĻ¨ āĻŦāĻž āĻ…āĻĢāĻ˛āĻžāĻ‡āĻ¨āĻ¤ āĻļā§āĻ¨āĻŋāĻŦāĻ˛ā§ˆ āĻ¸ā§āĻŦāĻŋāĻ§āĻž āĻĻāĻŋāĻ¯āĻŧā§‡āĨ¤
āĻ˛ā§‡āĻĒāĻŸāĻĒ āĻ†ā§°ā§ āĻ•āĻŽā§āĻĒāĻŋāĻ‰āĻŸāĻžā§°
āĻ†āĻĒā§āĻ¨āĻŋ āĻ•āĻŽā§āĻĒāĻŋāĻ‰āĻŸāĻžā§°ā§° ā§ąā§‡āĻŦ āĻŦā§āĻ°āĻžāĻ‰āĻœāĻžā§° āĻŦā§āĻ¯ā§ąāĻšāĻžā§° āĻ•ā§°āĻŋ Google PlayāĻ¤ āĻ•āĻŋāĻ¨āĻž āĻ…āĻĄāĻŋāĻ…'āĻŦā§āĻ•āĻ¸āĻŽā§‚āĻš āĻļā§āĻ¨āĻŋāĻŦ āĻĒāĻžā§°ā§‡āĨ¤
āĻ‡-ā§°ā§€āĻĄāĻžā§° āĻ†ā§°ā§ āĻ…āĻ¨ā§āĻ¯ āĻĄāĻŋāĻ­āĻžāĻ‡āĻš
Kobo eReadersā§° āĻĻā§°ā§‡ āĻ‡-āĻšāĻŋā§ŸāĻžāĻāĻšā§€ā§° āĻĄāĻŋāĻ­āĻžāĻ‡āĻšāĻ¸āĻŽā§‚āĻšāĻ¤ āĻĒā§āĻŋāĻŦāĻ˛ā§ˆ, āĻ†āĻĒā§āĻ¨āĻŋ āĻāĻŸāĻž āĻĢāĻžāĻ‡āĻ˛ āĻĄāĻžāĻ‰āĻ¨āĻ˛â€™āĻĄ āĻ•ā§°āĻŋ āĻ¸ā§‡āĻ‡āĻŸā§‹ āĻ†āĻĒā§‹āĻ¨āĻžā§° āĻĄāĻŋāĻ­āĻžāĻ‡āĻšāĻ˛ā§ˆ āĻ¸ā§āĻĨāĻžāĻ¨āĻžāĻ¨ā§āĻ¤ā§°āĻŖ āĻ•ā§°āĻŋāĻŦ āĻ˛āĻžāĻ—āĻŋāĻŦāĨ¤ āĻ¸āĻŽā§°ā§āĻĨāĻŋāĻ¤ āĻ‡-ā§°āĻŋāĻĄāĻžā§°āĻ˛ā§ˆ āĻĢāĻžāĻ‡āĻ˛āĻŸā§‹ āĻ•ā§‡āĻ¨ā§‡āĻ•ā§ˆ āĻ¸ā§āĻĨāĻžāĻ¨āĻžāĻ¨ā§āĻ¤ā§° āĻ•ā§°āĻŋāĻŦ āĻœāĻžāĻ¨āĻŋāĻŦāĻ˛ā§ˆ āĻ¸āĻšāĻžāĻ¯āĻŧ āĻ•ā§‡āĻ¨ā§āĻĻā§ā§°āĻ¤ āĻĨāĻ•āĻž āĻ¸āĻŦāĻŋāĻļā§‡āĻˇ āĻ¨āĻŋā§°ā§āĻĻā§‡āĻļāĻžā§ąāĻ˛ā§€ āĻšāĻžāĻ“āĻ•āĨ¤

āĻ›āĻŋā§°āĻŋāĻœāĻŸā§‹ āĻ…āĻŦā§āĻ¯āĻžāĻšāĻ¤ ā§°āĻžāĻ–āĻ•

Ernst Eberleinā§° āĻĻā§āĻŦāĻžā§°āĻž āĻ†ā§°ā§ āĻ…āĻ§āĻŋāĻ•

āĻāĻ•ā§‡āĻ§ā§°āĻŖā§° āĻ‡-āĻŦā§āĻ•