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arxiv: 1509.05442 · v2 · pith:T5AGHH4Knew · submitted 2015-09-17 · 🧮 math.PR

A conditional limit theorem for high-dimensional ell^(p) spheres

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keywords high-dimensionalinterestconvexdistributionsestablishlimitsettingspheres
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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 and norms are of particular interest in this setting. In this paper, we establish a limit theorem for distributions on $\ell^p$ 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 $\ell^p$ balls in a high-dimensional Euclidean space.

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