We will give the material for the course High dimensional probability on this webpage. In particular, a full set of lecture notes and exercise will be provided throughout the course (together with suitable references).
We will mostly follow the book by Roman Vershynin (second edition), which is available for free under
https://www.math.uci.edu/~rvershyn/papers/HDP-book/HDP-2.pdf
Content includes:
Preliminaries from probability theory
Concentration inequalities with applications to random graphs
High dimensional phenomena and the curse of dimensionality
Covering problems and applications to random matrix theory
Concentration inequalities without independence
Decoupling and symmetrization techniques
Random processes and application in geometry
Lectures take place every Tuesday in room ......... from 15.45 to 17.15 and Thursday in room ......... 14.00 to 15.30.
Exercises take place every Thursday in room ........ from 15.45 to 17.15.
There will be an oral exam at the end of the course. The details will be announced later.
In case of any question don't hesitate to contact me via digicampus.