高维概率分析。普林斯顿大学的教材，希望帮助大家学习高维统计数据分析技术。These notes were written for the course APC 550: Probability in High Dimen-
sion that I taught at Princeton in the Spring 2014 and Fall 2016 semesters.
The aim was to introduce in as cohesive a manner as I could manage a set
of ideas at the intersection of probability, analysis, and geometry that arise
across a broad range of contemporary problems in dierent areas.