Can I read Limit Theorems Under Several Linear Constraints on EtoBox?

Limit Theorems Under Several Linear Constraints by Gamboa, Fabrice; Venker, Martin is a scholarly article available to read on EtoBox.

What is Limit Theorems Under Several Linear Constraints about?

We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal distributions are also studied, showing that in the large $n$ limit random variables under linear constraints become i.i.d. exponential under a rescaling. Our novel approach is based on a complex de Finetti theorem revealing an underlying independence structure as well as on entropy arguments.

Author

Gamboa, Fabrice; Venker, Martin

Published

2025

Language

EN