The purpose of this book is to provide an overview of historical and recent results on concentration inequalities for sums of independent random variables and f

Describes the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities to transportation argumen

Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. It is therefore desirable to have tools for studying rando

Leave nothing to chance. This cliche embodies the common belief that ran domness has no place in carefully planned methodologies, every step should be spelled o

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.