 Probability in High Dimension by Ramon van Handel

By Ramon van Handel.

Author-hosted lecture notes, version 21 December 2016. Section 3.4: Gaussian entropy and energy conventions; Theorem 4.8: T1 and concentration; Theorem 4.15: tensorization mechanism; Theorem 4.20 and Remark 4.25: global one-sided coordinate comparison and lower-tail variance proxy.