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20122021
most citedHigh-dimensional limit theorems for random vectors in -balls

4 citations · 7 across the 14 of their papers we have counts for

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16 papers · 1 filter

math.PR2021

Sanov-type large deviations and conditional limit theorems for high-dimensional Orlicz balls

Lorenz Fruehwirth, Joscha Prochno

In this paper, we prove a Sanov-type large deviation principle for the sequence of empirical measures of vectors chosen uniformly at random from an Orlicz ball. From this level-

math.PR2021

Thin-shell theory for rotationally invariant random simplices

Johannes Heiny, Samuel Johnston, Joscha Prochno

For fixed functions , consider the rotationally invariant probability density on of the form \[ μ^n(ds) = \frac{1}{Z_n} G(\|s\|_2)\, e^{…

math.PR2021

Projections of the uniform distribution on the cube -- a large deviation perspective

Samuel G. G. Johnston, Zakhar Kabluchko, Joscha Prochno

Let be a random vector uniformly distributed on the unit sphere in . Consider the projection of the uniform distribution on the cube $[-1,1…

math.PR2021

Sharp concentration for the largest and smallest fragment in a -regular self-similar fragmentation

Piotr Dyszewski, Nina Gantert, Samuel G. G. Johnston +2

We study the asymptotics of the -regular self-similar fragmentation process. For and an integer , this is the Markov process in which each $I…

math.PR2020

A Maxwell principle for generalized Orlicz balls

Samuel G. G. Johnston, Joscha Prochno

In [A dozen de {F}inetti-style results in search of a theory, Ann. Inst. H. Poincaré Probab. Statist. 23(2)(1987), 397--423], Diaconis and Freedman studied low-dimensional projecti…

math.PR2020

Large Deviation Principles for Lacunary Sums

Christoph Aistleitner, Nina Gantert, Zakhar Kabluchko +2

Let be a sequence of integers satisfying the Hadamard gap condition for all , and let $$ S_n(ω) = \sum_{k=1}^n\cos(2πa_k ω)…