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@@ -142,3 +142,7 @@ is a pure state.
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QED
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</details>
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## Drawing the connection between the space $S^{2n+1}$, $CP^n$, and $\mathbb{R}$
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##
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@@ -66,7 +66,9 @@ The Haar measure is the unique probability measure that is invariant under the a
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_The existence and uniqueness of the Haar measure is a theorem in compact lie group theory. For this research topic, we will not prove it._
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### Sub-Gaussian concentration
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### Maxwell-Boltzmann distribution and projection of high-dimensional sphere
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### Random sampling on the $CP^n$
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@@ -90,9 +92,6 @@ $$
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S_{m,n}=\sum_{k=n+1}^{mn}\frac{1}{k}-\frac{m-1}{2n}\simeq \ln m-\frac{m}{2n}
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$$
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## References
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- [The random Matrix Theory of the Classical Compact groups](https://case.edu/artsci/math/esmeckes/Haar_book.pdf)
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@@ -42,7 +42,7 @@ Let $\sigma_n(A)$ denotes the normalized area of $A$ on $n$ dimensional sphere $
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Let $\epsilon>0$. Then for any subset $A\subset S^n$, given the area $\sigma_n(A)$, the spherical caps minimize the volume of the $\epsilon$-neighborhood of $A$.
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The above two inequalities is not proved in the Book _High-dimensional probability_.
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> The above two inequalities is not proved in the Book _High-dimensional probability_. But you can find it in the Appendix C of Gromov's book _Metric Structures for Riemannian and Non-Riemannian Spaces_.
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To continue prove the theorem, we use sub-Gaussian concentration *(Chapter 3 of _High-dimensional probability_ by Roman Vershynin)* of sphere $\sqrt{n}S^n$.
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@@ -116,7 +116,7 @@ $$
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Hardcore computing may generates the bound but M. Gromov did not make the detailed explanation here.
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> Detail proof by Takashi Shioya.
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> Detailed proof by Takashi Shioya.
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>
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> The central idea is to draw the connection between the given three topological spaces, $S^{2n+1}$, $CP^n$ and $\mathbb{R}$.
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@@ -176,10 +176,58 @@ $$
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as $n\to \infty$.
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note that $\lim_{n\to \infty}{1-\frac{a}{n}}=e^{-a}$ for any $a>0$.
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$(n-\|x\|^2)^{\frac{n-k}{2}}=\left(n(1-\frac{\|x\|^2}{n})\right)^{\frac{n-k}{2}}\to n^{\frac{n-k}{2}}\exp(-\frac{\|x\|^2}{2})$
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So
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$$
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\begin{aligned}
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\frac{(n-\|x\|^2)^{\frac{n-k}{2}}}{\int_{\|x\|\leq \sqrt{n}}(n-\|x\|^2)^{\frac{n-k}{2}}dx}&=\frac{e^{-\frac{\|x\|^2}{2}}}{\int_{x\in \mathbb{R}^k}e^{-\frac{\|x\|^2}{2}}dx}\\
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&=\frac{1}{(2\pi)^{\frac{k}{2}}}e^{-\frac{\|x\|^2}{2}}\\
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&=\frac{d\gamma^k(x)}{dx}
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\end{aligned}
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$$
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QED
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</details>
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#### Proof of the Levy's concentration theorem via the Maxwell-Boltzmann distribution law
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We use the Maxwell-Boltzmann distribution law and Levy's isoperimetric inequality to prove the Levy's concentration theorem.
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The goal is the same as the Gromov's version, first we bound the probability of the sub-level set of $f$ by the $\kappa_n(\epsilon)$ function by Levy's isoperimetric inequality. Then we claim that the $\kappa_n(\epsilon)$ function is bounded by the Gaussian distribution.
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<details>
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<summary>Proof</summary>
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Let $f:S^n\to \mathbb{R}$ be a 1-Lipschitz function.
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We define $\kappa_n(\epsilon)$ as the following:
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$$
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\kappa_n(\epsilon)=\frac{\operatorname{vol}_{n-k}(\pi_{n,k}^{-1}(\epsilon))}{\operatorname{vol}_k(S^n(\sqrt{n}))}=\frac{\int_\epsilon^{\frac{\pi}{2}}\cos^{n-1}(t)dt}{\int_0^{\frac{\pi}{2}}\cos^{n-1}(t)dt}
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$$
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By the Levy's isoperimetric inequality, and the Maxwell-Boltzmann distribution law, we have
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$$
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\mu\{x\in S^n: |f(x)-a_0|\geq\epsilon\} < \kappa_n(\epsilon)\leq 2\exp(-\frac{(n-1)\epsilon^2}{2})
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$$
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</details>
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## Levy's Isoperimetric inequality
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> This section is from the Appendix $C_+$ of Gromov's book _Metric Structures for Riemannian and Non-Riemannian Spaces_.
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Not very edible for undergraduates.
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### Riemannian manifolds
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## References
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- [High-dimensional probability by Roman Vershynin](https://www.math.uci.edu/~rvershyn/papers/HDP-book/HDP-2.pdf)
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