• Bernoulli
  • Volume 25, Number 4A (2019), 3139-3174.

Gaussian fluctuations for high-dimensional random projections of $\ell_{p}^{n}$-balls

David Alonso-Gutiérrez, Joscha Prochno, and Christoph Thäle

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In this paper, we study high-dimensional random projections of $\ell_{p}^{n}$-balls. More precisely, for any $n\in\mathbb{N}$ let $E_{n}$ be a random subspace of dimension $k_{n}\in\{1,\ldots,n\}$ and $X_{n}$ be a random point in the unit ball of $\ell_{p}^{n}$. Our work provides a description of the Gaussian fluctuations of the Euclidean norm $\|P_{E_{n}}X_{n}\|_{2}$ of random orthogonal projections of $X_{n}$ onto $E_{n}$. In particular, under the condition that $k_{n}\to\infty$ it is shown that these random variables satisfy a central limit theorem, as the space dimension $n$ tends to infinity. Moreover, if $k_{n}\to\infty$ fast enough, we provide a Berry–Esseen bound on the rate of convergence in the central limit theorem. At the end, we provide a discussion of the large deviations counterpart to our central limit theorem.

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Bernoulli, Volume 25, Number 4A (2019), 3139-3174.

Received: October 2017
Revised: August 2018
First available in Project Euclid: 13 September 2019

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$\ell_{p}^{n}$-ball Berry–Esseen bound central limit theorem cone measure large deviations random projection uniform distribution


Alonso-Gutiérrez, David; Prochno, Joscha; Thäle, Christoph. Gaussian fluctuations for high-dimensional random projections of $\ell_{p}^{n}$-balls. Bernoulli 25 (2019), no. 4A, 3139--3174. doi:10.3150/18-BEJ1084.

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