Berry-Esseen bounds for random projections of _p^n-balls

DOI10.4064/SM201214-2-3zbMATH Open1494.60026arXiv1911.00695OpenAlexW2982978733MaRDI QIDQ5094166FDOQ5094166

Authors: Samuel Johnston, Joscha Prochno 

Publication date: 2 August 2022

Published in: Studia Mathematica (Search for Journal in Brave)

Abstract: In this work we study the rate of convergence in the central limit theorem for the Euclidean norm of random orthogonal projections of vectors chosen at random from an $el{l}_p^n$-ball which has been obtained in [Alonso-Guti'errez, Prochno, Th"ale: Gaussian fluctuations for high-dimensional random projections of $el{l}_p^n$-balls, Bernoulli 25(4A), 2019, 3139--3174]. More precisely, for any $ninmathbbN$ let $E_n$ be a random subspace of dimension $k_{n}in1,ldots,n$, $P_{E_n}$ the orthogonal projection onto $E_n$, and $X_n$ be a random point in the unit ball of $el{l}_p^n$. We prove a Berry-Esseen theorem for $|P_{E_n}{X}_n{|}_2$ under the condition that $k_{n}oinfty$. This answers in the affirmative a conjecture of Alonso-Guti'errez, Prochno, and Th"ale who obtained a rate of convergence under the additional condition that $k_n/n^{2/3}oinfty$ as $noinfty$. In addition, we study the Gaussian fluctuations and Berry-Esseen bounds in a $3$-fold randomized setting where the dimension of the Grassmannian is also chosen randomly. Comparing deterministic and randomized subspace dimensions leads to a quite interesting observation regarding the central limit behavior. In this work we also discuss the rate of convergence in the central limit theorem of [Kabluchko, Prochno, Th"ale: High-dimensional limit theorems for random vectors in $el{l}_p^n$-balls, Commun. Contemp. Math. (2019)] for general $el{l}_q$-norms of non-projected vectors chosen at random in an $el{l}_p^n$-ball.

Full work available at URL: https://arxiv.org/abs/1911.00695

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zbMATH Keywords

uniform distributionBerry-Esseen boundcentral limit theoremorthogonal projectionGrassmannian manifoldcone measurerandom vector\(\ell^n_p\)-ball

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Rate of convergence, degree of approximation (41A25)

Cites Work

• A dozen de Finetti-style results in search of a theory
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• Gaussian fluctuations for high-dimensional random projections of \(\ell_p^n\)-balls
• Asymptotics of cross sections for convex bodies
• High-dimensional limit theorems for random vectors in ℓpn-balls
• High-dimensional limit theorems for random vectors in ℓpn-balls. II
• Mean width of regular polytopes and expected maxima of correlated Gaussian variables
• Limit theorems for random simplices in high dimensions

Cited In (7)

• Hölder's inequality and its reverse—A probabilistic point of view
• Large deviations for high-dimensional random projections of \(\ell_p^n\)-balls
• Title not available (Why is that?)
• Another note on the inequality between geometric and p‐generalized arithmetic mean
• Berry-Esseen bounds for projections of coordinate symmetric random vectors
• Thin-shell theory for rotationally invariant random simplices
• Limit theorems for random points in a simplex

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