Tail-sensitive Gaussian asymptotics for marginals of concentrated measures in high dimension

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

If the Euclidean norm | · | is strongly concentrated with respect to a measure μ, the average distribution of an average marginal of μ has Gaussian asymptotics that captures tail behaviour. If the marginals of μ have exponential moments, Gaussian asymptotics for the distribution of the average marginal implies Gaussian asymptotics for the distribution of most individual marginals. We show applications to measures of geometric origin.

Original languageEnglish
Title of host publicationGeometric Aspects of Functional Analysis
Subtitle of host publicationIsrael Seminar 2004-2005
PublisherSpringer Verlag
Pages271-295
Number of pages25
ISBN (Print)3540720529, 9783540720522
DOIs
StatePublished - 2007

Publication series

NameLecture Notes in Mathematics
Volume1910
ISSN (Print)0075-8434

Fingerprint

Dive into the research topics of 'Tail-sensitive Gaussian asymptotics for marginals of concentrated measures in high dimension'. Together they form a unique fingerprint.

Cite this