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24 May 2019 This is a textbook in probability in high dimensions with a view toward applica- tions in data version. Please feel free to send me any further feedback. Finally, we can transfer this inequality from scalars to matrices using part (b) Pitman Monographs and Surveys in Pure and Applied Mathematics, 38.

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Let E 1 {\displaystyle E_{1}} and E 2 {\displaystyle E_{2}} denote two mutually exclusive events which might occur on a given trial.

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