@article{FruehwirthProchno2024, author = {Fr{\"u}hwirth, Lorenz and Prochno, Joscha}, title = {Sanov-type large deviations and conditional limit theorems for high-dimensional Orlicz balls}, series = {Journal of Mathematical Analysis and Applications (Online ISSN: 1096-0813)}, volume = {2024}, journal = {Journal of Mathematical Analysis and Applications (Online ISSN: 1096-0813)}, number = {536,1}, publisher = {Elsevier}, address = {Amsterdam}, doi = {10.1016/j.jmaa.2024.128169}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:739-opus4-18723}, pages = {25 Seiten}, year = {2024}, abstract = {In this paper, we prove a Sanov-type large deviation principle for the sequence of empirical measures of vectors chosen uniformly at random from an Orlicz ball. From this level-2 large deviation result, in a combination with Gibbs conditioning, entropy maximization and an Orlicz version of the Poincar{\´e}-Maxwell-Borel lemma, we deduce a conditional limit theorem for high-dimensional Orlicz balls. In more geometric parlance, the latter shows that if V1 and V2 are Orlicz functions, then random points in the V1-Orlicz ball, conditioned on having a small V2-Orlicz radius, look like an appropriately scaled V2-Orlicz ball. In fact, we show that the limiting distribution in our Poincar{\´e}-Maxwell-Borel lemma, and thus the geometric interpretation, undergoes a phase transition depending on the magnitude of the V2-Orlicz radius.}, language = {en} }