On the structure of marginals in high dimensions
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arXiv
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| Format: | Preprint |
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2026
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| _version_ | 1866912972357500928 |
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| author | Bartl, Daniel Mendelson, Shahar |
| author_facet | Bartl, Daniel Mendelson, Shahar |
| contents | Let $G, G_1,\dots,G_N$ be independent copies of a standard gaussian random vector in $\mathbb{R}^d$ and denote by $Γ= \sum_{i=1}^N \langle G_i,\cdot\rangle e_i$ the standard gaussian ensemble. We show that, for any set $A\subset S^{d-1}$, with exponentially high probability, \[ \sup_{x\in A} \frac{1}{N}\sum_{i=1}^N \big| (Γx)^\sharp_i - q_i\big| \le c \frac{ \mathbb{E} \sup_{x\in A} \langle G,x\rangle + \log^2N }{\sqrt N }. \] Here each $q_i$ is the $\frac{i}{N+1}$-quantile of the standard normal distribution and $(Γx)^\sharp $ denotes the monotone increasing rearrangement of the vector $Γx$. The estimate is sharp up to a possible logarithmic factor and significantly extends previously known bounds. Moreover, we show that similar estimates hold in much greater generality: after replacing the gaussian quantiles by the appropriate ones, the same phenomenon persists for a broad class of random vectors. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2603_17291 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | On the structure of marginals in high dimensions Bartl, Daniel Mendelson, Shahar Probability Functional Analysis Statistics Theory Let $G, G_1,\dots,G_N$ be independent copies of a standard gaussian random vector in $\mathbb{R}^d$ and denote by $Γ= \sum_{i=1}^N \langle G_i,\cdot\rangle e_i$ the standard gaussian ensemble. We show that, for any set $A\subset S^{d-1}$, with exponentially high probability, \[ \sup_{x\in A} \frac{1}{N}\sum_{i=1}^N \big| (Γx)^\sharp_i - q_i\big| \le c \frac{ \mathbb{E} \sup_{x\in A} \langle G,x\rangle + \log^2N }{\sqrt N }. \] Here each $q_i$ is the $\frac{i}{N+1}$-quantile of the standard normal distribution and $(Γx)^\sharp $ denotes the monotone increasing rearrangement of the vector $Γx$. The estimate is sharp up to a possible logarithmic factor and significantly extends previously known bounds. Moreover, we show that similar estimates hold in much greater generality: after replacing the gaussian quantiles by the appropriate ones, the same phenomenon persists for a broad class of random vectors. |
| title | On the structure of marginals in high dimensions |
| topic | Probability Functional Analysis Statistics Theory |
| url | https://arxiv.org/abs/2603.17291 |