English

Thin-shell theory for rotationally invariant random simplices

Probability 2021-03-23 v1 Functional Analysis

Abstract

For fixed functions G,H:[0,)[0,)G,H:[0,\infty)\to[0,\infty), consider the rotationally invariant probability density on Rn\mathbb{R}^n of the form μn(ds)=1ZnG(s2)enH(s2)ds. \mu^n(ds) = \frac{1}{Z_n} G(\|s\|_2)\, e^{ - n H( \|s\|_2)} ds. We show that when nn is large, the Euclidean norm Yn2\|Y^n\|_2 of a random vector YnY^n distributed according to μn\mu^n satisfies a Gaussian thin-shell property: the distribution of Yn2\|Y^n\|_2 concentrates around a certain value s0s_0, and the fluctuations of Yn2\|Y^n\|_2 are approximately Gaussian with the order 1/n1/\sqrt{n}. We apply this thin shell property to the study of rotationally invariant random simplices, simplices whose vertices consist of the origin as well as independent random vectors Y1n,,YpnY_1^n,\ldots,Y_p^n distributed according to μn\mu^n. We show that the logarithmic volume of the resulting simplex exhibits highly Gaussian behavior, providing a generalizing and unifying setting for the objects considered in Grote-Kabluchko-Th\"ale [Limit theorems for random simplices in high dimensions, ALEA, Lat. Am. J. Probab. Math. Stat. 16, 141--177 (2019)]. Finally, by relating the volumes of random simplices to random determinants, we show that if AnA^n is an n×nn \times n random matrix whose entries are independent standard Gaussian random variables, then there are explicit constants c0,c1(0,)c_0,c_1\in(0,\infty) and an absolute constant C(0,)C\in(0,\infty) such that supsRP[logdet(An)log(n1)!c012logn+c1<s]seu2/2du2π<Clog3/2n,\sup_{ s \in \mathbb{R}} \left| \mathbb{P} \left[ \frac{ \log \mathrm{det}(A^n) - \log(n-1)! - c_0 }{ \sqrt{ \frac{1}{2} \log n + c_1 }} < s \right] - \int_{-\infty}^s \frac{e^{ - u^2/2} du}{ \sqrt{ 2 \pi }} \right| < \frac{C}{\log^{3/2}n}, sharpening the 1/log1/3+o(1)n1/\log^{1/3 + o(1)}n bound in Nguyen and Vu [Random matrices: Law of the determinant, Ann. Probab. 42 (1) (2014), 146--167].

Keywords

Cite

@article{arxiv.2103.11872,
  title  = {Thin-shell theory for rotationally invariant random simplices},
  author = {Johannes Heiny and Samuel Johnston and Joscha Prochno},
  journal= {arXiv preprint arXiv:2103.11872},
  year   = {2021}
}

Comments

40 pages

R2 v1 2026-06-24T00:25:34.244Z