High-dimensional limit theorems for random vectors in -balls. II

Z Kabluchko, J Prochno, C Thäle - … in Contemporary Mathematics, 2021 - World Scientific
In this paper, we prove three fundamental types of limit theorems for the q-norm of random
vectors chosen at random in an ℓ pn-ball in high dimensions. We obtain a central limit …

Geometric sharp large deviations for random projections of spheres and balls

YT Liao, K Ramanan - Electronic Journal of Probability, 2024 - projecteuclid.org
Accurate estimation of tail probabilities of projections of high-dimensional probability
measures is of relevance in high-dimensional statistics and asymptotic geometric analysis …

[HTML][HTML] A probabilistic approach to Lorentz balls ℓq, 1n

Z Kabluchko, J Prochno, M Sonnleitner - Journal of Functional Analysis, 2025 - Elsevier
We develop a probabilistic approach to study the volumetric and geometric properties of unit
balls B q, 1 n of finite-dimensional Lorentz sequence spaces ℓ q, 1 n. More precisely, we …

The maximum entropy principle and volumetric properties of Orlicz balls

Z Kabluchko, J Prochno - Journal of Mathematical Analysis and …, 2021 - Elsevier
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 …

Extremal sections and projections of certain convex bodies: a survey

P Nayar, T Tkocz - arXiv preprint arXiv:2210.00885, 2022 - degruyter.com
We survey results concerning sharp estimates on volumes of sections and projections of
certain convex bodies, mainly ℓp-balls, by and onto lower-dimensional subspaces. This …

Weighted p-radial distributions on Euclidean and matrix p-balls with applications to large deviations

T Kaufmann, C Thaele - Journal of Mathematical Analysis and Applications, 2022 - Elsevier
A probabilistic representation for a class of weighted p-radial distributions, based on
mixtures of a weighted cone probability measure and a weighted uniform distribution on the …

Large deviations for uniform projections of -radial distributions on -balls

T Kaufmann, H Sambale, C Thäle - arXiv preprint arXiv:2203.00476, 2022 - arxiv.org
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 …

The large and moderate deviations approach in geometric functional analysis

J Prochno - arXiv preprint arXiv:2403.03940, 2024 - arxiv.org
The work of Gantert, Kim, and Ramanan [Large deviations for random projections of $\ell^ p
$ balls, Ann. Probab. 45 (6B), 2017] has initiated and inspired a new direction of research in …

[HTML][HTML] Sharp asymptotics for q-norms of random vectors in high-dimensional ℓpn-balls

T Kaufmann - Modern Stochastics: Theory and Applications, 2021 - vmsta.org
Sharp large deviation results of Bahadur–Ranga Rao type are provided for the q-norm of
random vectors distributed on the ${\ell _ {p}^{n}} $-ball ${\mathbb {B} _ {p}^{n}} $ according …

Sharp concentration phenomena in high-dimensional Orlicz balls

L Frühwirth, J Prochno - arXiv preprint arXiv:2407.15579, 2024 - arxiv.org
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) …