I don’t know a term for it, but here's a relevant blog post: https://www.johndcook.com/blog/2011/09/01/multivariate-normal-shell/ https://www.johndcook.com/blo

I don’t know a term for it, but here's a relevant blog post: https://www.johndcook.com/blog/2011/09/01/multivariate-normal-shell/ https://www.johndcook.com/blog/2011/09/01/multivariate-norma... > For a multivariate normal distribution in high dimensions, nearly all the probability mass is concentrated in a thin shell some distance away from the origin.