Gaussian fluctuations for high-dimensional random projections of _p^n-balls

DOI10.3150/18-BEJ1084MaRDI QIDQ2325355zbMATH OpenOpenAlexFDO

Authors David Alonso-Gutiérrez, Joscha Prochno, Christoph Thäle

Publication date 25 September 2019

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.10130, https://projecteuclid.org/euclid.bj/1568362055

zbMATH Keywords

\(\ell_p^n\)-ballBerry-Esseen boundcentral limit theoremcone measurelarge deviationsrandom projectionuniform distribution

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Large deviations (60F10) Gaussian processes (60G15)

Abstract: In this paper, we study high-dimensional random projections of $el{l}_p^n$-balls. More precisely, for any $ninmathbbN$ let $E_n$ be a random subspace of dimension $k_{n}in1,ldots,n$ and $X_n$ be a random point in the unit ball of $el{l}_p^n$. Our work provides a description of the Gaussian fluctuations of the Euclidean norm $|P_{E_n}{X}_n{|}_2$ of random orthogonal projections of $X_n$ onto $E_n$. In particular, under the condition that $k_{n}oinfty$ it is shown that these random variables satisfy a central limit theorem, as the space dimension $n$ tends to infinity. Moreover, if $k_{n}oinfty$ fast enough, we provide a Berry-Esseen bound on the rate of convergence in the central limit theorem. At the end we provide a discussion of the large deviations counterpart to our central limit theorem.

Recommendations

• Large deviations for high-dimensional random projections of \(\ell_p^n\)-balls
• Berry-Esseen bounds for random projections of _p^n-balls
• 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
• A central limit theorem for projections of the cube

Cites work

• A Berry-Esseen type inequality for convex bodies with an unconditional basis
• A central limit theorem for convex sets
• A central limit theorem for projections of the cube
• A probabilistic approach to the geometry of the \(\ell^n_p\)-ball
• Basic complex analysis. A comprehensive course in analysis, part 2A
• Berry-Esseen bounds for projections of coordinate symmetric random vectors
• Density versions of the univariate central limit theorem
• Gaussian marginals of convex bodies with symmetries
• High-dimensional limit theorems for random vectors in \(\ell_p^n\)-balls
• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Large deviations
• Large deviations for high-dimensional random projections of \(\ell_p^n\)-balls
• Large deviations for random projections of \(\ell^{p}\) balls
• Mean width of regular polytopes and expected maxima of correlated Gaussian variables
• On the Volume of the Intersection of Two L n p Balls
• Power-law estimates for the central limit theorem for convex sets
• The surface measure and cone measure on the sphere of ℓ_{𝑝}ⁿ

Cited in

(24)

• Large deviations for high-dimensional random projections of \(\ell_p^n\)-balls
• A new look at random projections of the cube and general product measures
• An asymptotic thin shell condition and large deviations for random multidimensional projections
• Thin-shell theory for rotationally invariant random simplices
• The volume of simplices in high-dimensional Poisson-Delaunay tessellations
• Weighted \(p\)-radial distributions on Euclidean and matrix \(p\)-balls with applications to large deviations
• Sanov-type large deviations in Schatten classes
• Large deviations, moderate deviations, and the KLS conjecture
• 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
• On asymptotic constancy of diagonal elements of a random orthogonal projection
• High-dimensional limit theorems for random vectors in \(\ell_p^n\)-balls
• Projections of the uniform distribution on the cube: a large deviation perspective
• Berry-Esseen bounds for random projections of _p^n-balls
• Asymptotic normality for random simplices and convex bodies in high dimensions
• High-dimensional limit theorems for random vectors in \(\ell_p^n\)-balls. II
• Poisson asymptotics for random projections of points on a high-dimensional sphere
• Limit theorems for random points in a simplex
• Another note on the inequality between geometric and p‐generalized arithmetic mean
• Limit theorems for the volumes of small codimensional random sections of \(\ell_{p}^{n}\)-balls
• Hölder's inequality and its reverse—A probabilistic point of view
• Large deviations for random matrices in the orthogonal group and Stiefel manifold with applications to random projections of product distributions
• The Maclaurin inequality through the probabilistic lens
• A probabilistic approach to Lorentz balls \(\ell_{q, 1}^n\)

This page was built for publication: Gaussian fluctuations for high-dimensional random projections of \(\ell_p^n\)-balls

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2325355)