Small Ball Probabilities for Linear Images of High-Dimensional Distributions
Work
Year: 2014
Type: article
Abstract: We study concentration properties of random vectors of the form |$AX$|, where |$X = (X_1,\ldots , X_n)$| has independent coordinates and |$A$| is a given matrix. We show that the distribution of |$AX... more
Authors Mark Rudelson, Roman Vershynin
Institution University of Michigan–Ann Arbor
Cites: 19
Cited by: 84
Related to: 10
FWCI: 8.407
Citation percentile (by year/subfield): 99.99
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze