Martin Venker (DCU)

will speak on

Limit Theorems Under Several Linear Constraints

Time: 2:00PM
Date: Wed 26th March 2025
Location: E0.32 (beside Pi restaurant) [map]

Abstract: We study vectors chosen at random from a compact convex polytope in n-dimensional Euclidean space given by a finite number of linear constraints. We determine for which projections these vectors are asymptotically normal as n goes to infinity. Marginal distributions are also studied, showing that in the large n limit
finitely many random variables under linear constraints become i.i.d. exponential under a rescaling. Our approach is based on a complex de Finetti theorem revealing an underlying independence structure, as well as on entropy arguments.

(This talk is part of the Probability series.)

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