Sharp asymptotics for q-norms of random vectors in high-dimensional _p^n-balls

DOI10.15559/21-VMSTA182zbMATH Open1476.60022arXiv2102.13513OpenAlexW3135149803MaRDI QIDQ2239804FDOQ2239804

Authors: Tom Kaufmann 

Publication date: 5 November 2021

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Abstract: Sharp large deviation results of Bahadur-Ranga Rao type are provided for the $q$-norm of random vectors distributed on the $el{l}_p^n$-ball ${mathbbB}_p^n$ according to the cone probability measure or the uniform distribution for $1leq<p<infty$, thereby furthering previous large deviation results by Kabluchko, Prochno and Th"{a}le in the same setting. These results are then applied to deduce sharp asymptotics for intersection volumes of different $el{l}_p^n$-balls in the spirit of Schechtman and Schmuckenschl"{a}ger, and for the length of the projection of an $el{l}_p^n$-ball onto a line with uniform random direction. The sharp large deviation results are proven by providing convenient probabilistic representations of the $q$-norms, employing local limit theorems to approximate their densities, and then using geometric results for asymptotic expansions of Laplace integrals to integrate these densities and derive concrete probability estimates.

Full work available at URL: https://arxiv.org/abs/2102.13513

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zbMATH Keywords

precise large deviationsstrong large deviationslarge deviation principlessharp asymptoticssharp large deviationsasymptotic geometric analysis\(\ell_p^n\)-ballshigh-dimensional convexityvolume of convex bodies\(\ell_p^n\)-spheresintersection volume

Mathematics Subject Classification ID

Large deviations (60F10) Geometric probability and stochastic geometry (60D05) Asymptotic theory of convex bodies (52A23) Probabilistic methods in Banach space theory (46B09)

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Cited In (6)

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• Large deviation principles induced by the Stiefel manifold, and random multidimensional projections
• Geometric sharp large deviations for random projections of \(\ell_p^n\) spheres and balls
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• High-dimensional limit theorems for random vectors in \(\ell_p^n\)-balls
• High-dimensional limit theorems for random vectors in \(\ell_p^n\)-balls. II

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