RUS  ENG
Полная версия
СЕМИНАРЫ

Городской семинар по теории вероятностей и математической статистике
20 ноября 2020 г. 18:00, г. Санкт-Петербург, zoom 841 5298 7705


Lower estimates of marginal density

М. Рудельсон


https://youtu.be/ncmY5E4YZuk

Аннотация: Язык доклада – русский.
Consider a vector with $n$ independent random coordinates uniformly distributed in $[-1/2,1/2]$ (so that the density is 1). It is known that the density of any $k$-dimensional marginal of this vector is uniformly bounded above by a function depending only on $k$. A uniform lower bound on the marginal density is impossible. Indeed, the marginal density at a point having distance greater than 1/2 from the origin can be zero. We show that if this distance does not exceed 1/2, then the marginal density is lower bounded by a quantity independent of the point. This establishes a threshold phenomenon: as the distance to the origin increases beyond 1/2, the minimal marginal density drops to zero, and the size of this drop is independent of the ambient dimension.
Joint work with Hermann Koenig.


© МИАН, 2025