John Moeller started a new blog called on Topology. Today’s post looks at how the Gaussian distribution behaves as dimension increases.

So the points that follow the distribution mostly sit in a thin shell around the mean. But the density function still says that the density is highest at the mean. Now

that’sweird.

A week ago Moeller wrote a post on a similar topic, looking at the volumes of spheres and cubes as dimension increases.

John, thanks for the shout-out! Glad you liked the posts.