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In this article we prove three fundamental types of limit theorems for the $q$-norm of random vectors chosen at random in an $\ell_p^n$-ball in high dimensions. We obtain a central limit theorem, a moderate deviations as well as a large…

Probability · Mathematics 2019-06-11 Zakhar Kabluchko , Joscha Prochno , Christoph Thaele

In this paper, we prove a multivariate central limit theorem for $\ell_q$-norms of high-dimensional random vectors that are chosen uniformly at random in an $\ell_p^n$-ball. As a consequence, we provide several applications on the…

Functional Analysis · Mathematics 2017-09-28 Zakhar Kabluchko , Joscha Prochno , Christoph Thaele

The paper provides a description of the large deviation behavior for the Euclidean norm of projections of $\ell_p^n$-balls to high-dimensional random subspaces. More precisely, for each integer $n\geq 1$, let $k_n\in\{1,\ldots,n-1\}$,…

Probability · Mathematics 2017-06-20 David Alonso-Gutiérrez , Joscha Prochno , Christoph Thaele

In this paper, we prove that the Euclidean distance between two independent random vectors uniformly distributed on $l_p^n$-balls $(1 \leq p \leq \infty)$ or on its boundary satisfies a central limit theorem as $n$ tends to $\infty$. Also,…

Probability · Mathematics 2026-01-01 David Alonso-Gutiérrez , Javier Martín Goñi , Joscha Prochno

Let $p\in[1,\infty]$. Consider the projection of a uniform random vector from a suitably normalized $\ell^p$ ball in $\mathbb{R}^n$ onto an independent random vector from the unit sphere. We show that sequences of such random projections,…

Probability · Mathematics 2015-12-17 Nina Gantert , Steven Soojin Kim , Kavita Ramanan

Uniform probability distributions on $\ell_p$ balls and spheres have been studied extensively and are known to behave like product measures in high dimensions. In this note we consider the uniform distribution on the intersection of a…

Probability · Mathematics 2016-09-27 Sourav Chatterjee

We prove a large deviations principle for orthogonal projections of the unit ball $\mathbb{B}_p^n$ of $\ell_p^n$ onto a random $k$-dimensional linear subspace of $\mathbb{R}^n$ as $n\to\infty$ in the case $2<p\le \infty$ and for the…

Probability · Mathematics 2024-12-24 Zakhar Kabluchko , Mathias Sonnleitner

Let $\mathbb{B}_p^N$ be the $N$-dimensional unit ball corresponding to the $\ell_p$-norm. For each $N\in\mathbb N$ we sample a uniform random subspace $E_N$ of fixed dimension $m\in\mathbb{N}$ and consider the volume of $\mathbb{B}_p^N$…

Probability · Mathematics 2024-12-23 Joscha Prochno , Christoph Thaele , Philipp Tuchel

In this paper, we prove a Sanov-type large deviation principle for the sequence of empirical measures of vectors chosen uniformly at random from an Orlicz ball. From this level-$2$ large deviation result, in a combination with Gibbs…

Probability · Mathematics 2021-11-09 Lorenz Fruehwirth , Joscha Prochno

Accurate estimation of tail probabilities of projections of high-dimensional probability measures is of relevance in high-dimensional statistics and asymptotic geometric analysis. Whereas large deviation principles identify the asymptotic…

Probability · Mathematics 2023-04-25 Yin-Ting Liao , Kavita Ramanan

We establish Central Limit Theorems for the volumes of intersections of $B_{p}^n$ (the unit ball of $\ell_p^n$) with uniform random subspaces of codimension $d$ for fixed $d$ and $n\to \infty$. As a corollary we obtain higher order…

Probability · Mathematics 2022-06-30 Radosław Adamczak , Peter Pivovarov , Paul Simanjuntak

We consider products of uniform random variables from the Stiefel manifold of orthonormal $k$-frames in $\mathbb{R}^n$, $k \le n$, and random vectors from the $n$-dimensional $\ell_p^n$-ball $\mathbb{B}_p^n$ with certain $p$-radial…

Probability · Mathematics 2022-03-02 Tom Kaufmann , Holger Sambale , Christoph Thäle

Recent advances in statistics introduced versions of the central limit theorem for high-dimensional vectors, allowing for the construction of confidence regions for high-dimensional parameters. In this note, $s$-sparsely convex…

Statistics Theory · Mathematics 2021-05-20 Sven Klaassen

In this paper, we study high-dimensional random projections of $\ell_p^n$-balls. More precisely, for any $n\in\mathbb N$ let $E_n$ be a random subspace of dimension $k_n\in\{1,\ldots,n\}$ and $X_n$ be a random point in the unit ball of…

Probability · Mathematics 2018-08-29 David Alonso-Gutierrez , Joscha Prochno , Christoph Thaele

We prove a limit theorem for the the maximal interpoint distance (also called the diameter) for a sample of n i.i.d. points in the unit ball of dimension 2 or more. The exact form of the limit distribution and the required normalisation are…

Probability · Mathematics 2007-05-23 Michael Mayer , Ilya Molchanov

In this paper, we give some new lower bounds for the kissing number of $\ell_p$-spheres. These results improve the previous work due to Xu (2007). Our method is based on coding theory.

Metric Geometry · Mathematics 2022-07-21 Chengfei Xie , Gennian Ge

We study the question of testing structured properties (classes) of discrete distributions. Specifically, given sample access to an arbitrary distribution $D$ over $[n]$ and a property $\mathcal{P}$, the goal is to distinguish between…

Data Structures and Algorithms · Computer Science 2016-01-22 Clément L. Canonne , Ilias Diakonikolas , Themis Gouleakis , Ronitt Rubinfeld

We study the asymptotic behavior of the maximum interpoint distance of random points in a $d$-dimensional set with a unique diameter and a smooth boundary at the poles. Instead of investigating only a fixed number of $n$ points as $n$ tends…

Probability · Mathematics 2017-09-13 Michael Schrempp

In this paper we investigate the Erd\"os/Falconer distance conjecture for a natural class of sets statistically, though not necessarily arithmetically, similar to a lattice. We prove a good upper bound for spherical means that have been…

Classical Analysis and ODEs · Mathematics 2007-05-23 Alex Iosevich , Misha Rudnev

In this paper we introduce the class of W_p scale mixture random vectors with a particular radial decomposition and a independent splitting property specified by some random variable W_p, and a positive constant p. We derive several…

Probability · Mathematics 2013-05-14 Enkelejd Hashorva
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