High-Dimensional Volume and Concentration - Sphere
1. Volume of a p-Dimensional Unit Sphere
Definition
The p-dimensional unit sphere Sp is defined as
Volume Derivation
The volume Vp is computed recursively using polar coordinates and the Beta function:
- Recursive Integral
- Beta Function Substitution:
- Final Formula
2. Concentration of Volume Near the Equator
Spherical Caps and Volume Ratio
For a spherical cap at distance from the equator ( x1=0 ), the volume fraction is
Asymptotic Analysis
For large p, approximate
Key Result
For
Interpretation: Over 90% of the volume lies within of the equator in high dimensions.
3. Concentration in an Annulus at the Boundary
Volume of an Annulus
The annulus has volume
Exponential Decay
For small
Interpretation: For
, nearly all volume concentrates in a thin shell of thickness