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In [A dozen de {F}inetti-style results in search of a theory, Ann. Inst. H. Poincar\'{e} Probab. Statist. 23(2)(1987), 397--423], Diaconis and Freedman studied low-dimensional projections of random vectors from the Euclidean unit sphere and…

Probability · Mathematics 2020-12-22 Samuel G. G. Johnston , Joscha Prochno

In this article, we present a precise deviation formula for the intersection of two Orlicz balls generated by Orlicz functions $V$ and $W$. Additionally, we establish a (quantitative) central limit theorem in the critical case and a strong…

Probability · Mathematics 2024-07-23 Lorenz Frühwirth , Joscha Prochno

The study of high-dimensional distributions is of interest in probability theory, statistics and asymptotic convex geometry, where the object of interest is the uniform distribution on a convex set in high dimensions. The $\ell^p$ spaces…

Probability · Mathematics 2018-06-21 Steven Soojin Kim , Kavita Ramanan

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

Having its origin in theoretical computer science, the Kannan-Lov\'asz-Simonovits (KLS) conjecture is one of the major open problems in asymptotic convex geometry and high-dimensional probability theory today. In this work, we establish a…

Probability · Mathematics 2020-03-26 David Alonso-Gutiérrez , Joscha Prochno , Christoph Thaele

We prove asymptotic estimates for the volume of families of Orlicz balls in high dimensions. As an application, we describe a large family of Orlicz balls which verify a famous conjecture of Kannan, Lov{\'a}sz and Simonovits about spectral…

Functional Analysis · Mathematics 2022-07-22 Franck Barthe , P Wolff

We study product regular conditional probabilities under measures of two coordinates with respect to the second coordinate that are weakly continuous on the support of the marginal of the second coordinate. Assuming that there exists a…

Probability · Mathematics 2021-10-18 Willem van Zuijlen

Large deviation estimates are by now a standard tool inthe Asymptotic Convex Geometry, contrary to small deviationresults. In this note we present a novel application of a smalldeviations inequality to a problem related to the diameters of…

Functional Analysis · Mathematics 2016-12-23 Bo'az Klartag , Roman Vershynin

We study the precise asymptotic volume of balls in Orlicz spaces and show that the volume of the intersection of two Orlicz balls undergoes a phase transition when the dimension of the ambient space tends to infinity. This generalizes a…

Functional Analysis · Mathematics 2020-07-14 Zakhar Kabluchko , Joscha Prochno

In the article we generalize the Marcinkiewicz sampling theorem in the context of Orlicz spaces. We establish conditions under which sampling theorem holds in terms of restricted submultiplicativity and supermultiplicativity of an…

Functional Analysis · Mathematics 2022-09-13 Aleksander Pawlewicz , Michał Wojciechowski

In this paper, we study the asymptotic thin-shell width concentration for random vectors uniformly distributed in Orlicz balls. We provide both asymptotic upper and lower bounds on the probability of such a random vector $X_n$ being in a…

Probability · Mathematics 2020-11-17 David Alonso-Gutiérrez , Joscha Prochno

We evaluate the variance of the number of lattice points in a small randomly rotated spherical ball on a surface of 3-dimensional sphere centered at the origin. Previously, Bourgain, Rudnick, and Sarnak showed conditionally on the…

Number Theory · Mathematics 2022-08-02 Andrei Shubin

Motivated by the image denoising problem and the undesirable stair-casing effect of the total variation method, we introduce bounded variation spaces with generalized Orlicz growth. Our setup covers earlier variable exponent and double…

Functional Analysis · Mathematics 2025-04-22 Michela Eleuteri , Petteri Harjulehto , Peter Hästö

Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle, we consider the corresponding sequence of measures formed by conditioning on a set $B$. If the large deviation rate function $I$…

Probability · Mathematics 2021-04-27 Brian R. La Cour , William C. Schieve

The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…

Dynamical Systems · Mathematics 2020-12-02 Davor Dragičević , Yeor Hafouta

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

Consider the projection of an $n$-dimensional random vector onto a random $k_n$-dimensional basis, $k_n \leq n$, drawn uniformly from the Haar measure on the Stiefel manifold of orthonormal $k_n$-frames in $\mathbb{R}^n$, in three different…

Probability · Mathematics 2021-10-28 Steven Soojin Kim , Yin-Ting Liao , Kavita Ramanan

Central limit theorems (CLTs) for high-dimensional random vectors with dimension possibly growing with the sample size have received a lot of attention in the recent times. Chernozhukov et al. (2017) proved a Berry--Esseen type result for…

Statistics Theory · Mathematics 2019-06-26 Arun Kumar Kuchibhotla , Somabha Mukherjee , Debapratim Banerjee

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

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
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