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 -frames in , , and random vectors from the -dimensional -ball with certain -radial distributions, . The distribution of this product geometrically corresponds to the projection of the -radial distribution on onto a random -dimensional subspace. We derive large deviation principles (LDPs) on the space of probability measures on for sequences of such projections.
Keywords
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}
}
Comments
11 pages