A conditional limit theorem for high-dimensional $\ell^{p}$ spheres
Abstract
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 spaces and norms are of particular interest in this setting. In this paper, we establish a limit theorem for distributions on spheres, conditioned on a rare event, in a high-dimensional geometric setting. As part of our proof, we establish a certain large deviation principle that is also relevant to the study of the tail behavior of random projections of balls in a high-dimensional Euclidean space.
Cite
@article{arxiv.1509.05442,
title = {A conditional limit theorem for high-dimensional $\ell^{p}$ spheres},
author = {Steven Soojin Kim and Kavita Ramanan},
journal= {arXiv preprint arXiv:1509.05442},
year = {2018}
}
Comments
17 pages; formerly titled "A Sanov-type theorem for empirical measures associated with the surface and cone measures on $\ell^{p}$ spheres"