Publications Meetings The Profession Membership Programs Math Samplings Policy & Advocacy In the News About the AMS
|
   
Available in electronic format
Available in print format
Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(e) ISSN 0002-9939(p)

     

Sampling convex bodies: a random matrix approach

Author(s): Guillaume Aubrun
Journal: Proc. Amer. Math. Soc. 135 (2007), 1293-1303.
MSC (2000): Primary 15A52, 52A20
Posted: November 14, 2006
MathSciNet review: 2276637
Retrieve article in: PDF

Abstract | References | Similar articles | Additional information

Abstract: We prove the following result: for any $ \varepsilon >0$, only $ C(\varepsilon)n$ sample points are enough to obtain $ (1+\varepsilon)$-approximation of the inertia ellipsoid of an unconditional convex body in $ \mathbf{R}^n$. Moreover, for any $ \rho >1$, already $ \rho n$ sample points give isomorphic approximation of the inertia ellipsoid. The proofs rely on an adaptation of the moments method from Random Matrix Theory.


References:

1.
G. Aubrun.
Random points in the unit ball of $ \ell_p^n$.
Positivity, to appear.

2.
Z. D. Bai and Y. Q. Yin.
Limit of the smallest eigenvalue of a large-dimensional sample covariance matrix.
Ann. Probab., 21(3):1275-1294, 1993. MR 1235416 (94j:60060)

3.
K. Ball and I. Perissinaki.
The subindependence of coordinate slabs in $ \ell \sp n\sb p$ balls.
Israel J. Math., 107:289-299, 1998. MR 1658571 (99k:52012)

4.
S. G. Bobkov and F. L. Nazarov.
Large deviations of typical linear functionals on a convex body with unconditional basis.
In Stochastic inequalities and applications, volume 56 of Progr. Probab., pages 3-13. Birkhäuser, Basel, 2003. MR 2073422 (2005f:52013)

5.
C. Borell.
The Brunn-Minkowski inequality in Gauss space.
Invent. Math., 30(2):207-216, 1975. MR 0399402 (53:3246)

6.
J. Bourgain.
Random points in isotropic convex sets.
In Convex geometric analysis (Berkeley, CA, 1996), volume 34 of Math. Sci. Res. Inst. Publ., pages 53-58. Cambridge Univ. Press, Cambridge, 1999.MR 1665576 (99m:60021)

7.
K. R. Davidson and S. J. Szarek.
Local operator theory, random matrices and Banach spaces.
In Handbook of the geometry of Banach spaces, Vol. I, pages 317-366. North-Holland, Amsterdam, 2001. MR 1863696 (2004f:47002a)

8.
S. Geman.
A limit theorem for the norm of random matrices.
Ann. Probab., 8(2):252-261, 1980. MR 0566592 (81m:60046)

9.
A. Giannopoulos.
Notes on isotropic convex bodies (preprint).
http://eudoxos.math.uoa.gr/~apgiannop/isotropic-bodies.ps, 2003.

10.
A. Giannopoulos, M. Hartzoulaki, and A. Tsolomitis.
Random points in isotropic unconditional convex bodies. J. London Math. Soc. (2) 72(3):779-798, 2005. MR 2190337

11.
D. Hensley.
Slicing convex bodies--bounds for slice area in terms of the body's covariance.
Proc. Amer. Math. Soc., 79(4):619-625, 1980. MR 0572315 (81j:52008)

12.
R. Kannan, L. Lovász, and M. Simonovits.
Random walks and an $ O\sp *(n\sp 5)$ volume algorithm for convex bodies.
Random Structures Algorithms, 11(1):1-50, 1997. MR 1608200 (99h:68078)

13.
V. F. Kolchin, B. A. Sevast$ '$yanov, and V. P. Chistyakov.
Random allocations.
V. H. Winston & Sons, Washington, D.C., 1978.
Translated from Russian, translation edited by A. V. Balakrishnan, Scripta Series in Mathematics. MR 0471016 (57:10758b)

14.
R. Lata\la.
Estimation of moments of sums of independent real random variables.
Ann. Probab., 25(3):1502-1513, 1997. MR 1457628 (98h:60021)

15.
M. Ledoux.
Deviation inequalities on largest eigenvalues.
http://www.lsp.ups-tlse.fr/Ledoux/Jerusalem.pdf, 2005.

16.
A. Litvak, A. Pajor, M. Rudelson, and N. Tomczak-Jaegermann.
Smallest singular value of random matrices and geometry of random polytopes. Adv. Math., 195(2):491-523, 2005. MR 2146352

17.
V. D. Milman and A. Pajor.
Isotropic position and inertia ellipsoids and zonoids of the unit ball of a normed $ n$-dimensional space.
In Geometric aspects of functional analysis (1987-88), volume 1376 of Lecture Notes in Math., pages 64-104. Springer, Berlin, 1989.MR 1008717 (90g:52003)

18.
V. D. Milman and G. Schechtman.
Asymptotic theory of finite-dimensional normed spaces, volume 1200 of Lecture Notes in Mathematics.
Springer-Verlag, Berlin, 1986.
With an appendix by M. Gromov. MR 0856576 (87m:46038)

19.
G. Paouris.
Concentration of mass on isotropic convex bodies.
C. R. Math. Acad. Sci. Paris, 342(3):179-182, 2006. MR 2198189

20.
G. Pisier.
The volume of convex bodies and Banach space geometry, volume 94 of Cambridge Tracts in Mathematics.
Cambridge University Press, Cambridge, 1989. MR 1036275 (91d:52005)

21.
M. Rudelson.
Random vectors in the isotropic position.
J. Funct. Anal., 164(1):60-72, 1999. MR 1694526 (2000c:60059)

22.
S. Sodin.
On the smallest singular value of a Bernoulli random matrix (following Bai and Yin).
Appendix to a preprint by Artstein-Friedland-Milman ``More geometric applications of Chernoff inequalities''.

23.
Y. Q. Yin, Z. D. Bai, and P. R. Krishnaiah.
On the limit of the largest eigenvalue of the large-dimensional sample covariance matrix.
Probab. Theory Related Fields, 78(4):509-521, 1988. MR 0950344 (89g:60117)


Similar Articles:

Retrieve articles in Proceedings of the American Mathematical Society with MSC (2000): 15A52, 52A20

Retrieve articles in all Journals with MSC (2000): 15A52, 52A20


Additional Information:

Guillaume Aubrun
Affiliation: Institut de Mathématiques de Jussieu, Projet Analyse Fonctionnelle, Université de Paris 6, 175 rue du Chevaleret, 75013 Paris, France
Address at time of publication: Institut Camille Jordan, Université de Lyon 1, 21 Avenue Claude Bernard, 69622 Villeurbanne, Cedex France

DOI: 10.1090/S0002-9939-06-08615-1
PII: S 0002-9939(06)08615-1
Keywords: Isotropic, random matrix, convex body, moments method
Received by editor(s): December 1, 2005
Received by editor(s) in revised form: December 21, 2005
Posted: November 14, 2006
Additional Notes: This research was supported in part by the European Network PHD, FP6 Marie Curie Actions, MCRN-511953 and was done in part while the author was visiting the University of Athens.
Communicated by: N. Tomczak-Jaegermann
Copyright of article: Copyright 2006, American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.




AMS and Social Media LinkedIn Facebook Podcasts Twitter YouTube RSS Feeds Blogs Wikipedia