Large deviations for random projections of ^p balls

DOI10.1214/16-AOP1169MaRDI QIDQ682271zbMATH OpenFDO

Authors Nina Gantert, Steven Soojin Kim, Kavita Ramanan

Publication date 14 February 2018

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1512.04988, https://projecteuclid.org/euclid.aop/1513069264

zbMATH Keywords

\(\ell^{p}\)-ballsannealed and quenched large deviationscentral limit theorem for convex setslarge deviationsrandom projectionsself-normalized large deviationsvariational formula

Mathematics Subject Classification ID

Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Geometric probability and stochastic geometry (60D05) Large deviations (60F10) Processes in random environments (60K37)

Abstract: Let $pin[1,infty]$. Consider the projection of a uniform random vector from a suitably normalized $el{l}^p$ ball in $mathbb{R}^n$ onto an independent random vector from the unit sphere. We show that sequences of such random projections, when suitably normalized, satisfy a large deviation principle (LDP) as the dimension $n$ goes to $infty$, which can be viewed as an annealed LDP. We also establish a quenched LDP (conditioned on a fixed sequence of projection directions) and show that for $pin(1,infty]$ (but not for $p=1$), the corresponding rate function is "universal", in the sense that it coincides for "almost every" sequence of projection directions. We also analyze some exceptional sequences of directions in the "measure zero" set, including the directions corresponding to the classical Cram'er's theorem, and show that those directions yield LDPs with rate functions that are distinct from the universal rate function of the quenched LDP. Lastly, we identify a variational formula that relates the annealed and quenched LDPs, and analyze the minimizer of this variational formula. These large deviation results complement the central limit theorem for convex sets, specialized to the case of sequences of $el{l}^p$ balls.

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Cited in

(32)

• 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
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• The volume of simplices in high-dimensional Poisson-Delaunay tessellations
• Spectral flatness and the volume of intersections of \(p\)-ellipsoids
• Weighted \(p\)-radial distributions on Euclidean and matrix \(p\)-balls with applications to large deviations
• Sanov-type large deviations in Schatten classes
• Large deviations for configurations generated by Gibbs distributions with energy functionals consisting of singular interaction and weakly confining potentials
• 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
• Uniform distributions and random variate generation over generalized \(l_p\) balls and spheres
• Gaussian fluctuations for high-dimensional random projections of \(\ell_p^n\)-balls
• Quenched large deviations for interacting diffusions in random media
• Cramér's theorem is atypical
• Yet another note on the arithmetic-geometric mean inequality
• A conditional limit theorem for high-dimensional ^p-spheres
• High-dimensional limit theorems for random vectors in \(\ell_p^n\)-balls
• Projections of the uniform distribution on the cube: a large deviation perspective
• 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
• Large deviations for uniform projections of $p$-radial distributions on $\ell_p^n$-balls
• Limit theorems for the volumes of small codimensional random sections of \(\ell_{p}^{n}\)-balls
• Large deviation principles induced by the Stiefel manifold, and random multidimensional projections
• Geometric sharp large deviations for random projections of _p^n spheres and balls
• 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 \(\ell_{q, 1}^n\)
• Sharp concentration phenomena in high-dimensional Orlicz balls
• Random projections beyond zero overlap
• Quenched large deviation principles for random projections of _p^n balls

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