Large deviations for random projections of ^p balls

DOI10.1214/16-AOP1169zbMATH Open1459.60067arXiv1512.04988MaRDI QIDQ682271FDOQ682271

Authors: Nina Gantert, Steven Soojin Kim, Kavita Ramanan 

Publication date: 14 February 2018

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

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.

Full work available at URL: https://arxiv.org/abs/1512.04988

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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)

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