Tail-sensitive Gaussian asymptotics for marginals of concentrated measures in high dimension
نویسنده
چکیده
If the Euclidean norm | · | is strongly concentrated with respect to a measure μ, the average distribution of an average marginal of μ has Gaussian asymptotics that captures tail behaviour. If the marginals of μ have exponential moments, Gaussian asymptotics for the distribution of the average marginal implies Gaussian asymptotics for the distribution of most individual marginals. We show applications to measures of geometric origin.
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