High-dimensional limit theorems for random vectors in ℓpn-balls
(2017)
Journal Article
Kabluchko, Z., Prochno, J., & Thäle, C. (2019). High-dimensional limit theorems for random vectors in ℓpn-balls. Communications in contemporary mathematics, 21(1), 1750092. https://doi.org/10.1142/S0219199717500924
In this paper, we prove a multivariate central limit theorem for ℓq-norms of high-dimensional random vectors that are chosen uniformly at random in an ℓnp-ball. As a consequence, we provide several applications on the intersections of ℓnp-balls in th... Read More about High-dimensional limit theorems for random vectors in ℓpn-balls.