The Central Limit Problem for Random Vectors with Symmetries

Abstract

Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are coordinatewise symmetric, uniform in a regular simplex, or spherically symmetric. Our proofs are based on Stein’s method of exchangeable pairs; as far as we know, this approach has not previously been used in convex geometry. The spherically symmetric case is treated by a variation of Stein’s method which is adapted for continuous symmetries.