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040 _aIIITD
082 _a519.2
_bLED-C
100 _aLedoux, Michel
245 _aThe concentration of measure phenomenon
_cby Michel Ledoux
260 _aProvidence :
_bAmerican Mathematical Society,
_c©2001
300 _ax, 181 p. ;
_c26 cm.
490 _aMathematical surveys and monographs ;
_vv. 89
504 _aIncludes bibliographical references and index.
505 _t1. Concentration functions and inequalities
505 _t2. Isoperimetric and functional examples
505 _t3. Concentration and geometry
505 _t4. Concentration in product spaces
505 _t5. Entropy and concentration
505 _t6. Transportation cost inequalities
505 _t7. Sharp bounds on Gaussian and empirical processes
505 _t8. Selected applications
520 _aThe 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 Levy. The phenomenon also occurs in probability, as a version of the law of large numbers, due to Emil 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.
650 _aConcentration functions
650 _aMeasure theory
650 _aProbabilities
942 _cBK
_2ddc
999 _c209646
_d209646