High-dimensional limit theorems for random vectors in _p^n-balls

DOI10.1142/S0219199717500924MaRDI QIDQ4622589zbMATH OpenOpenAlexFDO

Authors Zakhar Kabluchko, Joscha Prochno, Christoph Thäle

Publication date 13 February 2019

Published in Communications in Contemporary Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.09470

zbMATH Keywords

asymptotic geometric analysishigh dimension large deviationmultivariate central limit theoremnon-central limit theorem

Mathematics Subject Classification ID

Random convex sets and integral geometry (aspects of convex geometry) (52A22) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Large deviations (60F10)

Abstract: In this paper, we prove a multivariate central limit theorem for $el{l}_q$-norms of high-dimensional random vectors that are chosen uniformly at random in an $el{l}_p^n$-ball. As a consequence, we provide several applications on the intersections of $el{l}_p^n$-balls in the flavor of Schechtman and Schmuckenschl"ager and obtain a central limit theorem for the length of a projection of an $el{l}_p^n$-ball onto a line spanned by a random direction $hetainmathbb{S}^{n-1}$. The latter generalizes results obtained for the cube by Paouris, Pivovarov and Zinn and by Kabluchko, Litvak and Zaporozhets. Moreover, we complement our central limit theorems by providing a complete description of the large deviation behavior, which covers fluctuations far beyond the Gaussian scale. In the regime $1leqp<q$ this displays in speed and rate function deviations of the $q$-norm on an $el{l}_p^n$-ball obtained by Schechtman and Zinn, but we obtain explicit constants.

Recommendations

• High-dimensional limit theorems for random vectors in \(\ell_p^n\)-balls. II
• Limit theorems for random points in a simplex
• Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls
• Gaussian fluctuations for high-dimensional random projections of \(\ell_p^n\)-balls
• Large deviations for high-dimensional random projections of \(\ell_p^n\)-balls

Cites work

• A central limit theorem for convex sets
• A central limit theorem for projections of the cube
• A dozen de Finetti-style results in search of a theory
• Asymptotic geometric analysis. I
• CLT and the volume of intersections of \(\ell_p^n\)-balls
• Concentration inequalities and geometry of convex bodies
• Concentration phenomena in high dimensional geometry
• Geometry of isotropic convex bodies
• scientific article; zbMATH DE number 1574608 (Why is no real title available?)
• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 3665891 (Why is no real title available?)
• scientific article; zbMATH DE number 53676 (Why is no real title available?)
• scientific article; zbMATH DE number 177384 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Large and moderate deviations of empirical processes with nonstandard rates
• Large deviations for high-dimensional random projections of \(\ell_p^n\)-balls
• Large deviations for random projections of \(\ell^{p}\) balls
• Large deviations for weighted sums of stretched exponential random variables
• Limit theorems for uniform distributions on spheres in high-dimensional euclidean spaces
• 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
• Self-normalized large deviations
• Self-Normalized Processes
• The central limit problem for convex bodies
• The surface measure and cone measure on the sphere of ℓ_{𝑝}ⁿ

Cited in

(38)

• Large deviations for high-dimensional random projections of \(\ell_p^n\)-balls
• The maximum entropy principle and volumetric properties of Orlicz 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
• Spectral flatness and the volume of intersections of \(p\)-ellipsoids
• Sanov-type large deviations in Schatten classes
• On the volume of unit balls of finite-dimensional Lorentz spaces
• Geometry of _p^n-balls: classical results and recent developments
• Intersection of unit balls in classical matrix ensembles
• 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
• Gaussian fluctuations for high-dimensional random projections of \(\ell_p^n\)-balls
• Yet another note on the arithmetic-geometric mean inequality
• A conditional limit theorem for high-dimensional ^p-spheres
• Projections of the uniform distribution on the cube: a large deviation perspective
• Berry-Esseen bounds for random projections of _p^n-balls
• High-dimensional limit theorems for random vectors in \(\ell_p^n\)-balls. II
• The variance of the \(\ell _p^n\)-norm of the Gaussian vector, and Dvoretzky's theorem
• Deterministic construction of a high dimensional l _p section in l ₁ ⁿ for any p <2
• Limit theorems for random points in a simplex
• Large deviations for uniform projections of $p$-radial distributions on $\ell_p^n$-balls
• 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
• Sanov-type large deviations and conditional limit theorems for high-dimensional Orlicz balls
• A Maxwell principle for generalized Orlicz balls
• Large deviation principles induced by the Stiefel manifold, and random multidimensional projections
• Limit theorems for mixed-norm sequence spaces with applications to volume distribution
• Large deviations for random matrices in the orthogonal group and Stiefel manifold with applications to random projections of product distributions
• A probabilistic approach to Lorentz balls \(\ell_{q, 1}^n\)
• Large deviations for random projections of \(\ell^{p}\) balls
• Concentration of measure on spheres and related manifolds
• Sharp concentration phenomena in high-dimensional Orlicz balls
• A note on critical intersections of classical and Schatten p-balls
• High dimensional limit theorems and matrix decompositions on the Stiefel manifold
• Exact asymptotic volume and volume ratio of Schatten unit balls

This page was built for publication: High-dimensional limit theorems for random vectors in \(\ell_p^n\)-balls

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4622589)