4 papers · 1 filter
Mod-phi convergence for random variables with cyclotomic generating functions
Christoph Thäle, Philipp Tuchel
We consider a sequence of discrete random variables whose generating functions are polynomials only having roots on the unit circle in the complex plane. For such sequences we prov…
Large deviations for sums of multivariate stretched-exponential random variables: the few-big-jumps principle
Nina Gantert, Joscha Prochno, Philipp Tuchel
Large deviations for sums of i.i.d.\ random variables with stretched-exponential tails (also called Weibull or semi-exponential tails) have been well understood since the 60's, goi…
Large and Moderate Deviations for Entries of Orthogonal Matrices and the Stiefel Manifold
Philipp Tuchel
Let be distributed according to the Haar probability measure on the orthogonal group for each . It is well-known that the upper left $m_N\tim…
Limit Theorems for the Volume of Random Projections and Sections of -balls
Joscha Prochno, Christoph Thaele, Philipp Tuchel
Let be the -dimensional unit ball corresponding to the -norm. For each we sample a uniform random subspace of fixed dimension $m\i…