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

large deviationsrandom projectionsvariational formula\(\ell^{p}\)-ballsannealed and quenched large deviationscentral limit theorem for convex setsself-normalized large deviations

Mathematics Subject Classification ID

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

(29)

• Spectral flatness and the volume of intersections of \(p\)-ellipsoids
• Large deviations, moderate deviations, and the KLS conjecture
• High-dimensional limit theorems for random vectors in \(\ell_p^n\)-balls. II
• Geometric sharp large deviations for random projections of \(\ell_p^n\) spheres and balls
• Large deviations for configurations generated by Gibbs distributions with energy functionals consisting of singular interaction and weakly confining potentials
• Large deviations for uniform projections of $p$-radial distributions on $\ell_p^n$-balls
• Thin-shell concentration for random vectors in Orlicz balls via moderate deviations and Gibbs measures
• An asymptotic thin shell condition and large deviations for random multidimensional projections
• Projections of the uniform distribution on the cube: a large deviation perspective
• Thin-shell theory for rotationally invariant random simplices
• Gaussian fluctuations for high-dimensional random projections of \(\ell_p^n\)-balls
• 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
• A new look at random projections of the cube and general product measures
• Large deviation principles induced by the Stiefel manifold, and random multidimensional projections
• Yet another note on the arithmetic-geometric mean inequality
• Quenched large deviations for interacting diffusions in random media
• 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 asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls
• Cramér's theorem is atypical
• Large deviations for high-dimensional random projections of \(\ell_p^n\)-balls
• A conditional limit theorem for high-dimensional \(\ell^p\)-spheres
• High-dimensional limit theorems for random vectors in \(\ell_p^n\)-balls
• Poisson asymptotics for random projections of points on a high-dimensional sphere
• Sanov-type large deviations in Schatten classes
• Limit theorems for the volumes of small codimensional random sections of \(\ell_{p}^{n}\)-balls
• Limit theorems for random points in a simplex
• Uniform distributions and random variate generation over generalized \(l_p\) balls and spheres

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