The Concentration of Measure Phenomenon

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American Mathematical Society, 2001 - 181 Seiten
The 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 $ 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 70s by V. Milman in the asymptotic geometry of Banach spaces. It should be of interest in applications in various areas, such as geometry, functional analysis and infinite-dimensional integration, discrete mathematics and complexity theory, and probability theory.

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