Mathematical Surveys and Monographs
Volume: 89;
2001;
181 pp;
Softcover
MSC: Primary 28; 46; 52; 60;
Secondary 58; 62; 82
Print ISBN: 978-0-8218-3792-4
Product Code: SURV/89.S
List Price: $72.00
AMS Member Price: $57.60
MAA Member Price: $64.80
Electronic ISBN: 978-1-4704-1316-3
Product Code: SURV/89.S.E
List Price: $72.00
AMS Member Price: $57.60
MAA Member Price: $64.80
The Concentration of Measure Phenomenon
Share this pageMichel Ledoux
It was undoubtedly a necessary task to collect all the results on the concentration of measure during the past years in a monograph. The author did this very successfully and the book is an important contribution to the topic. It will surely influence further research in this area considerably. The book is very well written, and it was a great pleasure for the reviewer to read it.
—Mathematical Reviews
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
Lévy. The phenomenon also occurs in probability, as a version
of the law of large numbers, due to Emile 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.
The 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.
Readership
Graduate students and research mathematicians interested in measure and integration, functional analysis, convex and discrete geometry, and probability theory and stochastic processes.
Table of Contents
Table of Contents
The Concentration of Measure Phenomenon
- CONTENTS v6 free
- INTRODUCTION vii8 free
- 1. CONCENTRATION FUNCTIONS AND INEQUALITIES 112 free
- 2. ISOPERIMETRIC AND FUNCTIONAL EXAMPLES 2334
- 3. CONCENTRATION AND GEOMETRY 4758
- 4. CONCENTRATION IN PRODUCT SPACES 6778
- 5. ENTROPY AND CONCENTRATION 91102
- 6. TRANSPORTATION COST INEQUALITIES 117128
- 7. SHARP BOUNDS ON GAUSSIAN AND EMPIRICAL PROCESSES 133144
- 8. SELECTED APPLICATIONS 151162
- REFERENCES 171182
- INDEX 181192