Large deviation principles induced by the Stiefel manifold, and random multi-dimensional projections

Steven Soojin Kim, Kavita Ramanan

Given an $n$-dimensional random vector $X^{(n)}$ , for $k<n$, consider its $k$-dimensional projection ${\mathbf{a}}_{n,k}{X}^{(n)}$, where ${\mathbf{a}}_{n,k}$ is an $n\times k$-dimen…