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