English

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 VV and WW. Additionally, we establish a (quantitative) central limit theorem in the critical case and a strong law of large numbers for the "WW-norm" of the uniform distribution on B(n,V)\mathbb{B}^{(n,V)}. 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

R2 v1 2026-06-28T17:49:25.782Z