Let $p, q \in (0, \infty]$ and $\ell_p^m(\ell_q^n)$ be the mixed-norm sequence space of real matrices $x = (x_{ i, j})_{ i \leq m, j \leq n}$ endowed with the (quasi-)norm $\Vert x \Vert_{ p, q} := \big\Vert \big( \Vert (x_{ i, j})_{ j \leq n} \Vert_q \big)_{ i \leq m} \Vert_p$. We shall prove a Poincar\'e-Maxwell-Borel lemma for suitably scaled matrices chosen uniformly at random in the $\ell_p^m(\ell_q^n)$ unit balls $\mathbb{ B}_{ p, q}^{ m, n}$, and obtain both central and non-central limit theorems for their $\ell_p(\ell_q)$-norms. We use those limit theorems to study the asymptotic volume distribution in the intersection of two mixed-norm sequence balls. Our approach is based on a new probabilistic representation of the uniform distribution on $\mathbb{ B}_{ p, q}^{ m, n}$.
Categories: math.PR math.FA