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High Dimensional Probability by Ernst Eberlein
English | 18 Feb. 1998 | ISBN: 3034897901 | 335 Pages | PDF | 8 MB

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.

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