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On nearly radial marginals of high-dimensional probability measures

Bo'az Klartag (2010)

Journal of the European Mathematical Society

Suppose that μ is an absolutely continuous probability measure on R n, for large n . Then μ has low-dimensional marginals that are approximately spherically-symmetric. More precisely, if n ( C / ε ) C d , then there exist d -dimensional marginals of μ that are ε -far from being sphericallysymmetric, in an appropriate sense. Here C > 0 is a universal constant.

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