English

Large deviations for uniform projections of $p$-radial distributions on $\ell_p^n$-balls

Probability 2022-03-02 v1

Abstract

We consider products of uniform random variables from the Stiefel manifold of orthonormal kk-frames in Rn\mathbb{R}^n, knk \le n, and random vectors from the nn-dimensional pn\ell_p^n-ball Bpn\mathbb{B}_p^n with certain pp-radial distributions, p[1,)p\in[1,\infty). The distribution of this product geometrically corresponds to the projection of the pp-radial distribution on Bpn\mathbb{B}^n_p onto a random kk-dimensional subspace. We derive large deviation principles (LDPs) on the space of probability measures on Rk\mathbb{R}^k for sequences of such projections.

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Cite

@article{arxiv.2203.00476,
  title  = {Large deviations for uniform projections of $p$-radial distributions on $\ell_p^n$-balls},
  author = {Tom Kaufmann and Holger Sambale and Christoph Thäle},
  journal= {arXiv preprint arXiv:2203.00476},
  year   = {2022}
}

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11 pages