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

DOI10.3150/20-BEJ1303MaRDI QIDQ2040109zbMATH OpenOpenAlexFDO

Authors Zakhar Kabluchko, Joscha Prochno, Christoph Thäle

Publication date 9 July 2021

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.02676

zbMATH Keywords

Hausdorff distanceStiefel manifoldlarge deviationsrandom projectionslaw of large numberscubeGaussian random matricesGaussian projectionshigh-dimensional probability

Mathematics Subject Classification ID

Large deviations (60F10) Geometric probability and stochastic geometry (60D05) Strong limit theorems (60F15)

Abstract: A strong law of large numbers for $d$-dimensional random projections of the $n$-dimensional cube is derived. It shows that with respect to the Hausdorff distance a properly normalized random projection of $[-1,1{]}^n$ onto $mathbb{R}^d$ almost surely converges to a centered $d$-dimensional Euclidean ball of radius $sqrt2/pi$, as $noinfty$. For every point inside this ball we determine the asymptotic number of vertices and the volume of the part of the cube projected `close' to this point. Moreover, large deviations for random projections of general product measures are studied. Let $u^{otimesn}$ be the $n$-fold product measure of a Borel probability measure $u$ on $mathbbR$, and let $I$ be uniformly distributed on the Stiefel manifold of orthogonal $d$-frames in $mathbb{R}^n$. It is shown that the sequence of random measures $u^{otimesn}circ(n^{-1/2}{I}^{\ast }{)}^{-1}$, $ninmathbbN$, satisfies a large deviations principle with probability $1$. The rate function is explicitly identified in terms of the moment generating function of $u$. At the heart of the proofs lies a transition trick which allows to replace the uniform projection by the Gaussian one. A number of concrete examples are discussed as well, including the uniform distributions on the cube $[-1,1{]}^n$ and the discrete cube ${-1,1}^n$ as a special cases.

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Cited in

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• Projections of the uniform distribution on the cube: a large deviation perspective
• A central limit theorem for projections of the cube
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