References

These notes draw especially on the following three sources.

Roman Vershynin

High-Dimensional Probability: An Introduction with Applications in Data Science, second edition, Cambridge University Press, 2026 (Vershynin 2026). The freely available author version and publication information are on the book website.

Vershynin, Roman. 2026. High-Dimensional Probability: An Introduction with Applications in Data Science. 2nd ed. Cambridge University Press. https://doi.org/10.1017/9781009490672.

Vershynin, Roman. 2018. High-Dimensional Probability: An Introduction with Applications in Data Science. Cambridge University Press. https://doi.org/10.1017/9781108231596.

Some course exercises retain numbering from the first edition (Vershynin 2018). When an exercise number is given, the edition is stated explicitly.

Ramon van Handel

Probability in High Dimension, APC 550 lecture notes, Princeton University (Handel 2016). Author-hosted PDF.

Handel, Ramon van. 2016. “Probability in High Dimension.” https://web.math.princeton.edu/~rvan/APC550.pdf.

Shahar Mendelson

Probabilistic Methods in Analysis: A Preliminary Draft (Mendelson 2023). The course uses a locally archived draft; no copy of that file is redistributed by this website.

Mendelson, Shahar. 2023. “Probabilistic Methods in Analysis.” Unpublished manuscript.