Sudakov's typical marginals, random linear functionals and a conditional central limit theorem

DOI10.1007/S004400050087zbMATH Open0868.60009OpenAlexW2093418948MaRDI QIDQ679152FDOQ679152

Heinrich von Weizsäcker

Publication date: 18 August 1997

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050087

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zbMATH Keywords

conditional central limit theoremcanonical mixturerandom averages of triangular arrays

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Central limit and other weak theorems (60F05) General second-order stochastic processes (60G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Cited In (23)

• On the thin-shell conjecture for the Schatten classes
• On concentration of distributions of random weighted sums
• Gaussian mixtures and normal approximation for V. N. Sudakov's typical distributions
• On a theorem of V. N. Sudakov on typical distributions
• Approximation of projections of random vectors
• Concentration phenomena in high dimensional geometry
• An asymptotic thin shell condition and large deviations for random multidimensional projections
• Geometric sharp large deviations for random projections of \(\ell_p^n\) spheres and balls
• Determination of system dimensionality from observing near-normal distributions
• The central limit problem for convex bodies
• A note on the smoothness of densities
• On the estimation of entropy in the fastICA algorithm
• The Slicing Problem by Bourgain
• Normal approximation for weighted sums under a second-order correlation condition
• A central limit theorem for convex sets
• Thin-shell concentration for random vectors in Orlicz balls via moderate deviations and Gibbs measures
• Concentration inequalities and limit theorems for randomized sums
• A concentration of mass property for isotropic convex bodies in high dimensions
• On Gaussian marginals of uniformly convex bodies
• Concentration of normalized sums and a central limit theorem for noncorrelated random variables
• On concentration of high-dimensional matrices with randomly signed entries
• On distributions of random variables chosen at random
• Poincaré inequalities and moment maps

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