scholarly journals The β-Delaunay tessellation III: Kendall’s problem and limit theorems in high dimensions

Author(s):  
Anna Gusakova ◽  
Zakhar Kabluchko ◽  
Christoph Thäle
2014 ◽  
Vol 97 (2) ◽  
pp. 212-236 ◽  
Author(s):  
WALDEMAR GRUNDMANN

AbstractLet $\def \xmlpi #1{}\def \mathsfbi #1{\boldsymbol {\mathsf {#1}}}\let \le =\leqslant \let \leq =\leqslant \let \ge =\geqslant \let \geq =\geqslant \def \Pr {\mathit {Pr}}\def \Fr {\mathit {Fr}}\def \Rey {\mathit {Re}}\nu \in M^1([0,\infty [)$ be a fixed probability measure. For each dimension $p\in \mathbb{N}$, let $(X_n^{p})_{n\geq 1}$ be independent and identically distributed $\mathbb{R}^p$-valued random variables with radially symmetric distributions and radial distribution $\nu $. We investigate the distribution of the Euclidean length of $S_n^{p}:=X_1^{p}+\cdots + X_n^{p}$ for large parameters $n$ and $p$. Depending on the growth of the dimension $p=p_n$ we derive by the method of moments two complementary central limit theorems (CLTs) for the functional $\| S_n^{p}\| _2$ with normal limits, namely for $n/p_n \to \infty $ and $n/p_n \to 0$. Moreover, we present a CLT for the case $n/p_n \to c\in \, (0,\infty )$. Thereby we derive explicit formulas and asymptotic results for moments of radial distributed random variables on $\mathbb{R}^p$. All limit theorems are also considered for orthogonal invariant random walks on the space $\mathbb{M}_{p,q}(\mathbb{R})$ of $p\times q$ matrices instead of $\mathbb{R}^p$ for $p\to \infty $ and some fixed dimension $q$.


Author(s):  
Julian Grote ◽  
Zakhar Kabluchko ◽  
Christoph Thäle

2017 ◽  
Vol 45 (4) ◽  
pp. 2309-2352 ◽  
Author(s):  
Victor Chernozhukov ◽  
Denis Chetverikov ◽  
Kengo Kato

2016 ◽  
Author(s):  
Kengo Kato ◽  
Victor Chernozhukov ◽  
Denis Chetverikov

Author(s):  
Zakhar Kabluchko ◽  
Joscha Prochno ◽  
Christoph Thäle

In this paper, we prove three fundamental types of limit theorems for the [Formula: see text]-norm of random vectors chosen at random in an [Formula: see text]-ball in high dimensions. We obtain a central limit theorem, a moderate deviations as well as a large deviations principle when the underlying distribution of the random vectors belongs to a general class introduced by Barthe, Guédon, Mendelson, and Naor. It includes the normalized volume and the cone probability measure as well as projections of these measures as special cases. Two new applications to random and non-random projections of [Formula: see text]-balls to lower-dimensional subspaces are discussed as well. The text is a continuation of [Z. Kabluchko, J. Prochno and C. Thäle, High-dimensional limit theorems for random vectors in [Formula: see text]-balls, Commun. Contemp. Math. 21(1) (2019) 1750092].


Author(s):  
Denis Chetverikov ◽  
Victor Chernozhukov ◽  
Kengo Kato

1998 ◽  
Vol 77 (5) ◽  
pp. 1353-1356
Author(s):  
Rosario N. Mantegna, H. Eugene Stanley

2011 ◽  
Vol 11 (3) ◽  
pp. 272
Author(s):  
Ivan Gavrilyuk ◽  
Boris Khoromskij ◽  
Eugene Tyrtyshnikov

Abstract In the recent years, multidimensional numerical simulations with tensor-structured data formats have been recognized as the basic concept for breaking the "curse of dimensionality". Modern applications of tensor methods include the challenging high-dimensional problems of material sciences, bio-science, stochastic modeling, signal processing, machine learning, and data mining, financial mathematics, etc. The guiding principle of the tensor methods is an approximation of multivariate functions and operators with some separation of variables to keep the computational process in a low parametric tensor-structured manifold. Tensors structures had been wildly used as models of data and discussed in the contexts of differential geometry, mechanics, algebraic geometry, data analysis etc. before tensor methods recently have penetrated into numerical computations. On the one hand, the existing tensor representation formats remained to be of a limited use in many high-dimensional problems because of lack of sufficiently reliable and fast software. On the other hand, for moderate dimensional problems (e.g. in "ab-initio" quantum chemistry) as well as for selected model problems of very high dimensions, the application of traditional canonical and Tucker formats in combination with the ideas of multilevel methods has led to the new efficient algorithms. The recent progress in tensor numerical methods is achieved with new representation formats now known as "tensor-train representations" and "hierarchical Tucker representations". Note that the formats themselves could have been picked up earlier in the literature on the modeling of quantum systems. Until 2009 they lived in a closed world of those quantum theory publications and never trespassed the territory of numerical analysis. The tremendous progress during the very recent years shows the new tensor tools in various applications and in the development of these tools and study of their approximation and algebraic properties. This special issue treats tensors as a base for efficient numerical algorithms in various modern applications and with special emphases on the new representation formats.


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