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arXiv 1402.4492math.PR
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高维分布线性映象的小球概率

Small ball probabilities for linear images of high dimensional distributions

Mark Rudelson, Roman Vershynin

摘要:

本文研究了$AX$型随机向量的集中性质,其中$X = (X_1, ..., X_n)$具有独立的坐标,$A$是给定的矩阵.我们发现,$AX$的分布是很好地传播在空间中时,分布的$X_i$是很好地传播的线上。具体地,假设$X_i$落在长度为$T$的任何给定区间中的概率至多为$p$。则$AX$落入半径为$T \|A\|_{HS}$的任意给定球中的概率至多为$(Cp)^{0.9 r(A)}$,其中$r(A)$表示$A$的稳定秩,并且$C$是绝对常数。

英文摘要:

We study concentration properties of random vectors of the form $AX$, where $X = (X_1, ..., X_n)$ has independent coordinates and $A$ is a given matrix. We show that the distribution of $AX$ is well spread in space whenever the distributions of $X_i$ are well spread on the line. Specifically, assume that the probability that $X_i$ falls in any given interval of length $T$ is at most $p$. Then the probability that $AX$ falls in any given ball of radius $T \|A\|_{HS}$ is at most $(Cp)^{0.9 r(A)}$, where $r(A)$ denotes the stable rank of $A$ and $C$ is an absolute constant.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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