In high-dimensional space, the normal distribution is almost uniformly distributed on the hypersphere
High-Dimensional Probability(PDF)
The following figure is particularly impressive and is often mentioned
https://gyazo.com/dcf7797f57cd32ab019fbd0396646b33
In high-dimensional space, the normal distribution is approximately the uniform distribution on the [hypersphere
https://gyazo.com/333f9a1fe466097b2447849eba7a73d9
https://gyazo.com/bfb9b32688c26d8deacb4e94ddd8536b
---
This page is auto-translated from /nishio/高次元空間において正規分布はほぼ超球面上の一様分布 using DeepL. If you looks something interesting but the auto-translated English is not good enough to understand it, feel free to let me know at @nishio_en. I'm very happy to spread my thought to non-Japanese readers.