Thin-shell theory for rotationally invariant random simplices
Abstract
For fixed functions , consider the rotationally invariant probability density on of the form We show that when is large, the Euclidean norm of a random vector distributed according to satisfies a Gaussian thin-shell property: the distribution of concentrates around a certain value , and the fluctuations of are approximately Gaussian with the order . 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 distributed according to . 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 is an random matrix whose entries are independent standard Gaussian random variables, then there are explicit constants and an absolute constant such that sharpening the bound in Nguyen and Vu [Random matrices: Law of the determinant, Ann. Probab. 42 (1) (2014), 146--167].
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