The maximum entropy principle and volumetric properties of Orlicz balls

DOI10.1016/J.JMAA.2020.124687MaRDI QIDQ1995746zbMATH OpenOpenAlexFDO

Authors Zakhar Kabluchko, Joscha Prochno

Publication date 25 February 2021

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.05247

zbMATH Keywords

central limit theoremGibbs measuresmaximum entropy principleOrlicz spacessharp large deviationsthreshold phenomenonvolume ratio

Mathematics Subject Classification ID

Asymptotic theory of Banach spaces (46B06) Probabilistic methods in Banach space theory (46B09) Banach sequence spaces (46B45) Asymptotic theory of convex bodies (52A23) Large deviations (60F10)

Abstract: We study the precise asymptotic volume of balls in Orlicz spaces and show that the volume of the intersection of two Orlicz balls undergoes a phase transition when the dimension of the ambient space tends to infinity. This generalizes a result of Schechtman and Schmuckenschl"ager [GAFA, Lecture notes in Math. 1469 (1991), 174--178] for $el{l}_p^d$-balls. As another application, we determine the precise asymptotic volume ratio for $2$-concave Orlicz spaces $el{l}_M^d$. Our method rests on ideas from statistical mechanics and large deviations theory, more precisely the maximum entropy or Gibbs principle for non-interacting particles, and presents a natural approach and fresh perspective to such geometric and volumetric questions. In particular, our approach explains how the $p$-generalized Gaussian distribution occurs in problems related to the geometry of $el{l}_p^d$-balls, which are Orlicz balls when the Orlicz function is $M(t)=|t{|}^p$.

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Cited in

(13)

• An asymptotic thin shell condition and large deviations for random multidimensional projections
• Spectral flatness and the volume of intersections of \(p\)-ellipsoids
• Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls
• Thin-shell concentration for random vectors in Orlicz balls via moderate deviations and Gibbs measures
• Volumes of s-Orlicz convex simplices and geometric inequalities in higher dimensional spaces
• Sanov-type large deviations and conditional limit theorems for high-dimensional Orlicz balls
• A Maxwell principle for generalized Orlicz balls
• Volume properties of high-dimensional Orlicz balls
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• A probabilistic approach to Lorentz balls \(\ell_{q, 1}^n\)
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• A note on critical intersections of classical and Schatten p-balls

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