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
Retrieve article in: PDF DVI PostScript

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 Website Logo Small Comments: webmaster@ams.org
© Copyright 2008, American Mathematical Society
Privacy Statement
Search the AMSPowered by Google