Sharp concentration phenomena in high-dimensional Orlicz balls
Probability
2024-07-23 v1 Functional Analysis
Abstract
In this article, we present a precise deviation formula for the intersection of two Orlicz balls generated by Orlicz functions and . Additionally, we establish a (quantitative) central limit theorem in the critical case and a strong law of large numbers for the "-norm" of the uniform distribution on . Our techniques also enable us to derive a precise formula for the thin-shell concentration of uniformly distributed random vectors in high-dimensional Orlicz balls. In our approach we establish an Edgeworth-expansion using methods from harmonic analysis together with an exponential change of measure argument.
Keywords
Cite
@article{arxiv.2407.15579,
title = {Sharp concentration phenomena in high-dimensional Orlicz balls},
author = {Lorenz Frühwirth and Joscha Prochno},
journal= {arXiv preprint arXiv:2407.15579},
year = {2024}
}
Comments
28 pages, 4 figures