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math.PR2021
Sharpening the probabilistic Arithmetic-Geometric Mean Inequality
Tom Kaufmann, Christoph Thäle
We consider the -generalized arithmetic-geometric mean inequality for vectors chosen randomly from the -ball in . In this setting the inequality can be i…
math.PR2021
Weighted -radial Distributions on Euclidean and Matrix -balls with Applications to Large Deviations
Tom Kaufmann, Christoph Thaele
A probabilistic representation for a class of weighted -radial distributions, based on mixtures of a weighted cone probability measure and a weighted uniform distribution on the…
math.PR2021★ 3 cited
Sharp Asymptotics for -Norms of Random Vectors in High-Dimensional -Balls
Tom Kaufmann
Sharp large deviation results of Bahadur-Ranga Rao type are provided for the -norm of random vectors distributed on the -ball according to…