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

DOI10.15559/21-VMSTA182MaRDI QIDQ2239804zbMATH OpenOpenAlexFDO

Authors Tom Kaufmann

Publication date 5 November 2021

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

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

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)

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.

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Cited in

(6)

• High-dimensional limit theorems for random vectors in \(\ell_p^n\)-balls. II
• Geometric sharp large deviations for random projections of \(\ell_p^n\) spheres and balls
• Geometry of \(\ell_p^n\)-balls: classical results and recent developments
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• Large deviations for random matrices in the orthogonal group and Stiefel manifold with applications to random projections of product distributions
• High-dimensional limit theorems for random vectors in \(\ell_p^n\)-balls

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