Abstract
The existence of typical distributions for random variables chosen at random from a finite-dimensional random variable vector space of high dimension is established. Possible typical distributions are described, and conditions for the typical distribution to be standard Gaussian are given. Bibliography: 2 titles.
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References
V. N. Sudakov, “Typical distributions of linear functionals chosen at random,” in:Aspects Statistiques et Aspects Physiques des Processus Gaussiens, CNRS, Paris (1981).
H. V. Weizsaecker, “Sudakov's typical marginals, random linear functionals and a conditional central limit theorem,”Probab. Theory Relat. Fields,107, 313–324 (1997).
Additional information
Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 216, 1994, pp. 153–160.
Translated by the author.
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Sudakov, V.N. On distributions of random variables chosen at random. J Math Sci 88, 106–109 (1998). https://doi.org/10.1007/BF02363269
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DOI: https://doi.org/10.1007/BF02363269