Are there any concentration bounds of the following form: $$ \Pr_{x \in \mathbb{S}^{n-1}(R)}[|x_1+\cdots+x_n|\geq 1] \leq \text{function}(n,R) $$ The radius $R$ should be considered as a constant and the dimension $n$ should be thought of as growing to infinity. I tried to calculate the $n$-dimensional integral, but it doesn't look wieldy.
2026-03-27 15:56:03.1774626963
Area of the sphere between two planes in high dimensions
72 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
There are 1 best solutions below
Related Questions in PROBABILITY
- How to prove $\lim_{n \rightarrow\infty} e^{-n}\sum_{k=0}^{n}\frac{n^k}{k!} = \frac{1}{2}$?
- Is this a commonly known paradox?
- What's $P(A_1\cap A_2\cap A_3\cap A_4) $?
- Prove or disprove the following inequality
- Another application of the Central Limit Theorem
- Given is $2$ dimensional random variable $(X,Y)$ with table. Determine the correlation between $X$ and $Y$
- A random point $(a,b)$ is uniformly distributed in a unit square $K=[(u,v):0<u<1,0<v<1]$
- proving Kochen-Stone lemma...
- Solution Check. (Probability)
- Interpreting stationary distribution $P_{\infty}(X,V)$ of a random process
Related Questions in MULTIVARIABLE-CALCULUS
- Equality of Mixed Partial Derivatives - Simple proof is Confusing
- $\iint_{S} F.\eta dA$ where $F = [3x^2 , y^2 , 0]$ and $S : r(u,v) = [u,v,2u+3v]$
- Proving the differentiability of the following function of two variables
- optimization with strict inequality of variables
- How to find the unit tangent vector of a curve in R^3
- Prove all tangent plane to the cone $x^2+y^2=z^2$ goes through the origin
- Holding intermediate variables constant in partial derivative chain rule
- Find the directional derivative in the point $p$ in the direction $\vec{pp'}$
- Check if $\phi$ is convex
- Define in which points function is continuous
Related Questions in DEFINITE-INTEGRALS
- How can I prove that $\int_0^{\frac{\pi}{2}}\frac{\ln(1+\cos(\alpha)\cos(x))}{\cos(x)}dx=\frac{1}{2}\left(\frac{\pi^2}{4}-\alpha^2\right)$?
- Closed form of integration
- Integral of ratio of polynomial
- An inequality involving $\int_0^{\frac{\pi}{2}}\sqrt{\sin x}\:dx $
- How is $\int_{-T_0/2}^{+T_0/2} \delta(t) \cos(n\omega_0 t)dt=1$ and $\int_{-T_0/2}^{+T_0/2} \delta(t) \sin(n\omega_0 t)=0$?
- Roots of the quadratic eqn
- Area between curves finding pressure
- Hint required : Why is the integral $\int_0^x \frac{\sin(t)}{1+t}\mathrm{d}t$ positive?
- A definite integral of a rational function: How can this be transformed from trivial to obvious by a change in viewpoint?
- Integrate exponential over shifted square root
Related Questions in CONCENTRATION-OF-MEASURE
- Improved Bennet Inequality for Vector-Valued RV
- Concentration of the norm (sub-gaussianity)
- A simple proof of McDiarmid's inequality?
- On the 1/2 assumption on concentration of measure on continuous cube
- Concentration inequalities for supremum of moving average
- A problem of proving that a certain concentration inequality cannot be improved
- To establish an inequality using Chebyshev's probability bound
- Concentration inequalities on the supremum of average
- Books about exponential tilting
- Hoeffding's inequality for dependent random variable
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
Yuval Filmus observed that, since the uniform distribution on the sphere is rotation-invariant, the required probability should be the same as the probability that a single coordinate is more than $1/\sqrt{n}$ in absolute value.
Hence, $$ \Pr_{x \in \mathbb{S}^{n-1}(R)}[|x_1+\cdots+x_n|\geq 1] = I_{\frac{R^2-\frac{1}{n}}{R^2}}(\frac{n-1}{2},\frac{1}{2}) $$
where $I$ is the Regularized Beta Function. See this answer for an explanation and reference.
In the discussion below, I take $R=2$. Some observations from Mathematica:
Plot 1:
Plot 2:
I tried to find the liminf of this function, but Mathematica couldn't calculate it:
Table of values of this function at some very large values of n:
The function might have a limit as $n$ goes to infinity. The fluctuations in the graph might just be numerical inaccuracies. At any rate, it should be true that for $n$ large enough,
$$ 0.61 \leq \Pr_{x \in \mathbb{S}^{n-1}(2)}[|x_1+\cdots+x_n|\geq 1] \leq 0.62 $$
(The lower and upper bounds might be different for different values of $R \geq 1$, but should be constants, for $n$ large enough)