A central limit theorem for projections of the cube (Q398780)

From the text: The focus of the paper is the volume of random projections of the cube \(B_{\infty}^N= [-1, 1]^N\) in \(\mathbb{R}^N\). For \(n\geq 1\) and \(N\geq n\) let \(G_{N, n}\) be the Grassmannian manifold of all \(n\)-dimensional linear subspaces of \(\mathbb{R}^N\). Equip \(G_{N, n}\) with the Haar probability measure \(\nu_{N, n}\), which is invariant under the action of the orthogonal group. Suppose that \((E(N))_{N\geq n}\) is a sequence of random subspaces with \(E(N)\) distributed according to \(\nu_{N, n}\). Consider the random variable \(Z_N=|P_{E(N)}B_{\infty}^N|\), where \(P_{E(N)}\) denotes the orthogonal projection onto \(E(N)\) and \(|\cdot|\) is \(n\)-dimensional volume. The main result of the paper is the following central limit theorem: \({{Z_N - EZ_N}\over{\sqrt{\mathrm{var}(Z_N)}}}\to {\mathcal {N}}(0, 1)\) as \(N\to \infty\) and \(n\) is fixed. Here \(\to\) denotes convergence in distribution and \({\mathcal {N}}(0, 1)\) is a standard Gaussian random variable.