Computer Science/Discrete Mathematics Seminar II
Balancing Gaussian Vectors
Let ||.|| be any norm on R^d. We consider the question of estimating the minimum over all possible sign sequences e_i=+/-1 of ||e_1 x_1 + e_2 x_2 + ... + e_n x_n||, where the x_i are independent Gaussian vectors on R^d (here d is viewed as fixed and n as tending to infinity). The main result will be that in most cases this minimum will tend to be exponentially small in n, and that its distribution can be determined precisely.
Date & Time
October 30, 2007 | 10:30am – 12:30pm
Location
S-101Speakers
Kevin Costello
Affiliation
Rutgers, The State University of New Jersey