High-Dimensional Probability
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100% recommend
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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…
on “Computer scientists prove why bigger neural networks do better” ↗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…
on “High-Dimensional Probability and Applications in Data Science” ↗