Sharp Asymptotics for $q$-Norms of Random Vectors in High-Dimensional $\ell_p^n$-Balls
Abstract
Sharp large deviation results of Bahadur-Ranga Rao type are provided for the -norm of random vectors distributed on the -ball according to the cone probability measure or the uniform distribution for , 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 -balls in the spirit of Schechtman and Schmuckenschl\"{a}ger, and for the length of the projection of an -ball onto a line with uniform random direction. The sharp large deviation results are proven by providing convenient probabilistic representations of the -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