$p$-径向分布在$\ell_p^n$-球上均匀投影的大偏差

Pub Date : 2022-03-01 DOI:10.37190/0208-4147.00084
T. Kaufmann, H. Sambale, Christoph Thale
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引用次数: 0

摘要

我们考虑R,k≤n中正交k帧的Stiefel流形上的一致随机变量与具有某些普适分布的n维lp-ball Bn p上的随机向量的乘积,p∈[1,∞)。该乘积的分布在几何上对应于Bp上的p径向分布在随机k维子空间上的投影。我们导出了这种投影序列在R上的概率测度空间上的大偏差原理。
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Large deviations for uniform projections of $p$-radial distributions on $\ell_p^n$-balls
We consider products of uniform random variables from the Stiefel manifold of orthonormal kframes in R, k ≤ n, and random vectors from the n-dimensional lp -ball B n p with certain pradial distributions, p ∈ [1,∞). The distribution of this product geometrically corresponds to the projection of the p-radial distribution on Bp onto a random k-dimensional subspace. We derive large deviation principles (LDPs) on the space of probability measures on R for sequences of such projections.
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