Infinite Dimensional Analysis
by Charalambos D. Aliprantis, Kim C. Border · first published 2007
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Maybe "Probability via Expectation" by Peter Whittle https://link.springer.com/book/10.1007/978-1-4612-0509-8 or "Infinite Dimensional Analysis" by Charalambos Aliprantis and Kim Border https://link.springer.com/book/10.1007/3-540-29587-9?
on “Intuition for Probability and Likelihood” ↗Someone once recommended "Infinite Dimensional Analysis: A Hitchhiker's Guide" by Aliprantis and Border, with the claim that "solving problems in high dimensions can be approximated by assuming infinite dimensions". I haven't yet summoned up the mathematical…
on “Why are high-dimensional spheres "Spikey"?” ↗