High Dimensional Space Oddity

Abstract: In his 1996 paper, Talagrand highlighted that the Law of Large Numbers (LLN) for independent random variables can be viewed as a geometric property of multidimensional product spaces. This phenomenon is known as the concentration of measure. To illustrate this profound connection between geometry and probability theory, we consider a seemingly intractable geometric problem in multidimensional Euclidean space and solve it using standard probabilistic tools such as the LLN and the Central Limit Theorem (CLT).