High-dimensional analysis and probability

Academic year 2026/2027
Lecturer Gian Maria Dall'Ara

Examination procedure

Breve orale + Relazione di seminario

Syllabus

  • -classical convexity theory: Hahn-Banach, Caratheodory, Helly, Radon, Brunn-Minkowski, Prekopa-Leindler, John's ellipsoid...; 
  • -concentration of measure phenomenon: geometric and functional version, Khintchine's inequality..;
  • -theorems of Johnson-Lindenstrauss and Dvoretzky; 
  • -selected topics (depending on time and interest): sphere packing, combinatorial optimization problems in high dimension...

Bibliographical references

  • Schneider Convex Bodies: the Brunn-Minkowski Theory; 
  • Ball An Elementary Introduction to Modern Convex Geometry; 
  • Vershynin High-Dimensional Probability: An Introduction with Applications in Data Science; 
  • Artstein-Avidan, Giannopoulos, Milman Asymptotic Geometric Analysis, Part I and II;