Large deviation principles induced by the Stiefel manifold, and random multidimensional projections

DOI10.1214/23-ejp1023zbMath1530.60032arXiv2105.04685OpenAlexW4389631721MaRDI QIDQ6177516

Publication date: 17 January 2024

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.04685

zbMATH Keywords

Stiefel manifold large deviations rate function random projections quenched variational formula annealed asymptotic convex geometry \(\ell_p^n\) balls

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Asymptotic theory of convex bodies (52A23)

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