diff --git a/content/Math401/Math401_P1_1.md b/content/Math401/Math401_P1_1.md index 45309ee..f78ca63 100644 --- a/content/Math401/Math401_P1_1.md +++ b/content/Math401/Math401_P1_1.md @@ -142,3 +142,7 @@ is a pure state. QED + +## Drawing the connection between the space $S^{2n+1}$, $CP^n$, and $\mathbb{R}$ + +## diff --git a/content/Math401/Math401_P1_2.md b/content/Math401/Math401_P1_2.md index ad2a6a0..098a366 100644 --- a/content/Math401/Math401_P1_2.md +++ b/content/Math401/Math401_P1_2.md @@ -66,7 +66,9 @@ The Haar measure is the unique probability measure that is invariant under the a _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._ -### Sub-Gaussian concentration +### Maxwell-Boltzmann distribution and projection of high-dimensional sphere + + ### Random sampling on the $CP^n$ @@ -90,9 +92,6 @@ $$ S_{m,n}=\sum_{k=n+1}^{mn}\frac{1}{k}-\frac{m-1}{2n}\simeq \ln m-\frac{m}{2n} $$ - - - ## References - [The random Matrix Theory of the Classical Compact groups](https://case.edu/artsci/math/esmeckes/Haar_book.pdf) diff --git a/content/Math401/Math401_P1_3.md b/content/Math401/Math401_P1_3.md index 90abec3..b6f4a41 100644 --- a/content/Math401/Math401_P1_3.md +++ b/content/Math401/Math401_P1_3.md @@ -42,7 +42,7 @@ Let $\sigma_n(A)$ denotes the normalized area of $A$ on $n$ dimensional sphere $ 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 $A$. -The above two inequalities is not proved in the Book _High-dimensional probability_. +> 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_. To continue prove the theorem, we use sub-Gaussian concentration *(Chapter 3 of _High-dimensional probability_ by Roman Vershynin)* of sphere $\sqrt{n}S^n$. @@ -116,7 +116,7 @@ $$ Hardcore computing may generates the bound but M. Gromov did not make the detailed explanation here. -> Detail proof by Takashi Shioya. +> Detailed proof by Takashi Shioya. > > The central idea is to draw the connection between the given three topological spaces, $S^{2n+1}$, $CP^n$ and $\mathbb{R}$. @@ -176,10 +176,58 @@ $$ as $n\to \infty$. +note that $\lim_{n\to \infty}{1-\frac{a}{n}}=e^{-a}$ for any $a>0$. + $(n-\|x\|^2)^{\frac{n-k}{2}}=\left(n(1-\frac{\|x\|^2}{n})\right)^{\frac{n-k}{2}}\to n^{\frac{n-k}{2}}\exp(-\frac{\|x\|^2}{2})$ +So + +$$ +\begin{aligned} +\frac{(n-\|x\|^2)^{\frac{n-k}{2}}}{\int_{\|x\|\leq \sqrt{n}}(n-\|x\|^2)^{\frac{n-k}{2}}dx}&=\frac{e^{-\frac{\|x\|^2}{2}}}{\int_{x\in \mathbb{R}^k}e^{-\frac{\|x\|^2}{2}}dx}\\ +&=\frac{1}{(2\pi)^{\frac{k}{2}}}e^{-\frac{\|x\|^2}{2}}\\ +&=\frac{d\gamma^k(x)}{dx} +\end{aligned} +$$ + +QED + +#### Proof of the Levy's concentration theorem via the Maxwell-Boltzmann distribution law + +We use the Maxwell-Boltzmann distribution law and Levy's isoperimetric inequality to prove the Levy's concentration theorem. + +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. + +
+Proof + +Let $f:S^n\to \mathbb{R}$ be a 1-Lipschitz function. + +We define $\kappa_n(\epsilon)$ as the following: + +$$ +\kappa_n(\epsilon)=\frac{\operatorname{vol}_{n-k}(\pi_{n,k}^{-1}(\epsilon))}{\operatorname{vol}_k(S^n(\sqrt{n}))}=\frac{\int_\epsilon^{\frac{\pi}{2}}\cos^{n-1}(t)dt}{\int_0^{\frac{\pi}{2}}\cos^{n-1}(t)dt} +$$ + +By the Levy's isoperimetric inequality, and the Maxwell-Boltzmann distribution law, we have + +$$ +\mu\{x\in S^n: |f(x)-a_0|\geq\epsilon\} < \kappa_n(\epsilon)\leq 2\exp(-\frac{(n-1)\epsilon^2}{2}) +$$ +
+ +## Levy's Isoperimetric inequality + +> This section is from the Appendix $C_+$ of Gromov's book _Metric Structures for Riemannian and Non-Riemannian Spaces_. + +Not very edible for undergraduates. + +### Riemannian manifolds + + + ## References - [High-dimensional probability by Roman Vershynin](https://www.math.uci.edu/~rvershyn/papers/HDP-book/HDP-2.pdf)