Mathematics Asked by Let101 on February 5, 2021
Let $tauin(0,2)$ a given threshold value. What is the probability that the Euclidean distance $D$ between two points $mathbf{x}$ and $mathbf{y}$ selected uniformly at random on the $n$-sphere $mathcal{S}_n={mathbf{v}inmathbb{R}^n:|mathbf{v}|_2=1}$, is greater than or equal to $tau$?
It is well known that the probability density function of the Euclidean distance $d$ between two points on the $n$-sphere
$mathcal{S}_n={mathbf{v}inmathbb{R}^n:|mathbf{v}|_2=1}$ is
$$f(d)=frac{Gamma(n/2) d^{n-2}}{sqrt{pi},Gamma((n-1)/2)}left(1-left(frac{d}{2}right)^2right)^{frac{n-3}{2}}~.$$
It is also well known that, as $n$ increases, $f(d)$ approaches the normal distribution $mathcal{N}left(sqrt{2}, frac{1}{2n}right)$.
However, even with this knowledge, it is not clear to me how to obtain an analytical expression of $Pr(dgetau)$ for a finite number of dimensions $ngg 1$, because it seems hard to evaluate the corresponding integral. Hence, I want to find an approximation of $Pr(dgetau)$. More precisely I want to obtain a meaningful upper bound of $Pr(dgetau)$.
Given the normal distribution approximation, wouldn't it just be $rm{erfc}(frac{tau-sqrt{2}}{sqrt{2/2n}})/2$ if $tau>sqrt{2}$, and $1-rm{erfc}(frac{tau-sqrt{2}}{sqrt{2/2n}})/2$ otherwise?
Answered by Y Tong on February 5, 2021
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