供参考，可以看看 Vershynin 写的《High Dimensional Probability》这本书。网上有免费版。参见定理 3.1.1。它证明了在某种意义上次高斯随机向量的范数接近 sqrt(n)，其中 n 是维度数。大部分这类结论都是……
For reference, see the book High Dimensional Probability by Vershynin. It's free online. See Theorem 3.1.1. It proves that a sub-gaussian random vector is in some sense close in norm to sqrt(n) where n is the number of dimensions. Most of these results are…
The High Dimensional Probability textbook is one of my all time favorites. The elegant mix of probability, geometry, and linear algebra can generate some really non-intuitive insights. The intuitions developed are also pretty useful…
供参考，可以看看 Vershynin 写的《High Dimensional Probability》这本书。网上有免费版。参见定理 3.1.1。它证明了在某种意义上次高斯随机向量的范数接近 sqrt(n)，其中 n 是维度数。大部分这类结论都是……
For reference, see the book High Dimensional Probability by Vershynin. It's free online. See Theorem 3.1.1. It proves that a sub-gaussian random vector is in some sense close in norm to sqrt(n) where n is the number of dimensions. Most of these results are…
《High Dimensional Probability》这本教材一直是我最喜欢的书之一。概率论、几何和线性代数的优雅融合，能带来一些非常反直觉的深刻见解。培养出来的直觉也非常管用……
The High Dimensional Probability textbook is one of my all time favorites. The elegant mix of probability, geometry, and linear algebra can generate some really non-intuitive insights. The intuitions developed are also pretty useful…