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2024 Limit theorems for mixed-norm sequence spaces with applications to volume distribution
Michael L. Juhos, Zakhar Kabluchko, Joscha Prochno
Author Affiliations +
Electron. J. Probab. 29: 1-44 (2024). DOI: 10.1214/24-EJP1158

Abstract

Let p,q(0,] and pm(qn) be the mixed-norm sequence space of real matrices x=(xi,j)im,jn endowed with the (quasi-)norm xp,q:=((xi,j)jnq)imp. We shall prove a Poincaré–Maxwell–Borel lemma for suitably scaled matrices chosen uniformly at random in the pm(qn)-unit balls Bp,qm,n, and obtain both central and non-central limit theorems for their p(q)-norms. We use those limit theorems to study the asymptotic volume distribution in the intersection of two mixed-norm sequence balls. Our approach is based on a new probabilistic representation of the uniform distribution on Bp,qm,n.

Acknowledgments

Michael Juhos and Joscha Prochno have been supported by the Austrian Science Fund (FWF) Project P32405 Asymptotic Geometric Analysis and Applications and by the FWF Project F5513-N26 which is a part of the Special Research Program Quasi-Monte Carlo Methods: Theory and Applications. Zakhar Kabluchko has been supported by the German Research Foundation under Germany’s Excellence Strategy EXC 2044 – 390685587, Mathematics Münster: Dynamics – Geometry – Structure and by the DFG priority program SPP 2265 Random Geometric Systems.

Citation

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Michael L. Juhos. Zakhar Kabluchko. Joscha Prochno. "Limit theorems for mixed-norm sequence spaces with applications to volume distribution." Electron. J. Probab. 29 1 - 44, 2024. https://doi.org/10.1214/24-EJP1158

Information

Received: 17 January 2024; Accepted: 4 June 2024; Published: 2024
First available in Project Euclid: 20 June 2024

arXiv: 2209.08937
Digital Object Identifier: 10.1214/24-EJP1158

Subjects:
Primary: 52A23 , 60F05
Secondary: 46B06 , 60D05

Keywords: central limit theorem , Law of Large Numbers , Poincaré–Maxwell–Borel lemma , threshold phenomenon

Vol.29 • 2024
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