A new look at random projections of the cube and general product measures (Q2040109)

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scientific article; zbMATH DE number 7370740
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    A new look at random projections of the cube and general product measures
    scientific article; zbMATH DE number 7370740

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      A new look at random projections of the cube and general product measures (English)
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      9 July 2021
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      The authors indicate that the Dvoretzky-Milman theorem implies a strong law of large numbers for \(d\)-dimensional random projections of the \(n\)-dimensional cube. It is shown that, with respect to the Hausdorff distance, a uniform random projection of the cube \({\left[ { - {1 \mathord{\left/ {\vphantom {1 {\sqrt n }}} \right. \kern-\nulldelimiterspace} {\sqrt n }},{1 \mathord{\left/ {\vphantom {1 {\sqrt n }}} \right. \kern-\nulldelimiterspace} {\sqrt n }}} \right]^n}\) onto \({\mathbb R^d}\) converges almost surely to a centered \(d\)-dimensional Euclidean ball of radius \(\sqrt {{2 \mathord{\left/ {\vphantom {2 \pi }} \right. \kern-\nulldelimiterspace} \pi }} \), as \(n \to \infty \). The paper starts by providing an alternative proof of this strong law via the Artstein-Vitale law of large numbers for random compact sets. Next, it gives an explicit description of the large deviations of an \(n\)-fold product measure under \(d\)-dimensional random projections, where \(d\) is fixed and \(n \to \infty \).
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      cube
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      Gaussian projections
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      Gaussian random matrices
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      Hausdorff distance
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      high-dimensional probability
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      large deviations
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      law of large numbers
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      random projections
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      Stiefel manifold
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