TY - GEN
T1 - Tail-sensitive Gaussian asymptotics for marginals of concentrated measures in high dimension
AU - Sodin, S.
PY - 2007
Y1 - 2007
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=34247625637&partnerID=8YFLogxK
U2 - 10.1007/978-3-540-72053-9_16
DO - 10.1007/978-3-540-72053-9_16
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AN - SCOPUS:34247625637
SN - 3540720529
SN - 9783540720522
T3 - Lecture Notes in Mathematics
SP - 271
EP - 295
BT - Geometric Aspects of Functional Analysis
PB - Springer Verlag
ER -