Large deviations for random projections of some convex sets: why Cramer’s Theorem is atypical
vendredi 11 mars 2016, 11h00 - 12h00
We give large deviation results for random projections of some convex sets. They quantify the well-know statement that two independently drawn vectors whose law is uniform on a high-dimensional sphere, are nearly orthogonal. We explain how this geometric point of view generalizes the classical Cramer’s Theorem which turns out to be atypical in our setup.
The talk is based on joint work with Steven Soojin Kim and Kavita Ramanan, Brown University.