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-101

Speakers

Kevin Costello

Affiliation

Rutgers, The State University of New Jersey