English

Sharp Asymptotics for $q$-Norms of Random Vectors in High-Dimensional $\ell_p^n$-Balls

Probability 2021-08-10 v3

Abstract

Sharp large deviation results of Bahadur-Ranga Rao type are provided for the qq-norm of random vectors distributed on the pn\ell _{p}^{n}-ball Bpn{\mathbb{B}}^{n}_{p} according to the cone probability measure or the uniform distribution for 1q<p<1 \le q<p < \infty , thereby furthering previous large deviation results by Kabluchko, Prochno and Th\"{a}le in the same setting. These results are then applied to deduce sharp asymptotics for intersection volumes of different pn\ell _{p}^{n}-balls in the spirit of Schechtman and Schmuckenschl\"{a}ger, and for the length of the projection of an pn\ell _{p}^{n}-ball onto a line with uniform random direction. The sharp large deviation results are proven by providing convenient probabilistic representations of the qq-norms, employing local limit theorems to approximate their densities, and then using geometric results for asymptotic expansions of Laplace integrals to integrate these densities and derive concrete probability estimates.

Keywords

Cite

@article{arxiv.2102.13513,
  title  = {Sharp Asymptotics for $q$-Norms of Random Vectors in High-Dimensional $\ell_p^n$-Balls},
  author = {Tom Kaufmann},
  journal= {arXiv preprint arXiv:2102.13513},
  year   = {2021}
}

Comments

28 pages, Updated Version: Reworked the proof of main result for $\ell_p^n$-balls in section 7 to be based on a result more appropriate to the given problem