# Yet another note on the arithmetic-geometric mean inequality

Kabluchko, Zakhar, Prochno, Joscha and Vysotsky, Vladislav (2020) Yet another note on the arithmetic-geometric mean inequality. Studia Mathematica, 253. pp. 39-55. ISSN 0039-3223

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## Abstract

It was shown by E. Gluskin and V.D. Milman in [GAFA Lecture Notes in Math. 1807, 2003] that the classical arithmetic-geometric mean inequality can be reversed (up to a multiplicative constant) with high probability, when applied to coordinates of a point chosen with respect to the surface unit measure on a high-dimensional Euclidean sphere. We present here two asymptotic refinements of this phenomenon in the more general setting of the surface probability measure on a high-dimensional $\ell_p$-sphere, and also show that sampling the point according to either the cone probability measure on $\ell_p$ or the uniform distribution on the ball enclosed by $\ell_p$ yields the same results. First, we prove a central limit theorem, which allows us to identify the precise constants in the reverse inequality. Second, we prove the large deviations counterpart to the central limit theorem, thereby describing the asymptotic behavior beyond the Gaussian scale, and identify the rate function.

Item Type: Article arithmetic-geometric mean inequality, central limit theorem, large deviations, large deviations principle School of Mathematical and Physical Sciences > Mathematics Publisher Vladislav Vysotskiy 16 May 2019 13:14 15 May 2020 15:30 http://sro.sussex.ac.uk/id/eprint/83803

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