Limiting probability measures

DOI10.4115/JLA.2020.12.1MaRDI QIDQ5145844zbMATH OpenOpenAlexFDO

Authors Irfan Alam

Publication date 22 January 2021

Published in Journal of Logic and Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1901.10507

zbMATH Keywords

Gaussian measuresnonstandard analysisspherical integrals

Mathematics Subject Classification ID

Nonstandard models in mathematics (03H05) Nonstandard analysis (26E35) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Nonstandard measure theory (28E05)

Abstract: The coordinates along any fixed direction(s), of points on the sphere $S^{n-1}(sqrtn)$, roughly follow a standard Gaussian distribution as $n$ approaches infinity. We revisit this classical result from a nonstandard analysis perspective, providing a new proof by working with hyperfinite dimensional spheres. We also set up a nonstandard theory for the asymptotic behavior of integrals over varying domains in general. We obtain a new proof of the Riemann--Lebesgue lemma as a by-product of this theory. We finally show that for any function $fcomathbb{R}^{k}omathbbR$ with finite Gaussian moment of an order larger than one, its expectation is given by a Loeb integral integral over a hyperfinite dimensional sphere. Some useful inequalities between high-dimensional spherical means of $f$ and its Gaussian mean are obtained in order to complete the above proof. A review of the requisite nonstandard analysis is provided.

Recommendations

• The Gaussian limit for high-dimensional spherical means
• Asymptotic distribution of coordinates on high dimensional spheres
• The Wiener sphere and Wiener measure
• High-dimensional distributions with convexity properties
• Asymptotic normality of spherical means of nonlinear functionals of Gaussian random fields

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Cited in

(3)

• Limiting spherical integrals of bounded continuous functions
• Large- N limits of spaces and structures
• A nonstandard proof of de Finetti's theorem for Bernoulli random variables

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