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Zapiski Nauchnykh Seminarov POMI, 2020, Volume 495, Pages 187–197 (Mi znsl7004)  

Distribution of the volume of weighted Gaussian simplex

T. D. Moseeva

Euler International Mathematical Institute, St. Petersburg
References:
Abstract: Let $X_0, \ldots, X_l$ be independent standard Gaussian vectors in $\mathbb{R}^d$ such that $l \leqslant d$. We derive an explicit formula for the distribution of the volume of weighted Gaussian simplex without the origin — $l$-dimensional simplex $\mathrm{conv}(\sigma_0X_0, \ldots, \sigma_lX_l)$ ($\sigma_0, \ldots, \sigma_l > 0$).
Key words and phrases: Random simplex, Gaussian simplex, convex hull, volume, Blaschke–Petkantschin formula.
Received: 15.10.2020
Document Type: Article
Language: Russian
Citation: T. D. Moseeva, “Distribution of the volume of weighted Gaussian simplex”, Probability and statistics. Part 29, Zap. Nauchn. Sem. POMI, 495, POMI, St. Petersburg, 2020, 187–197
Citation in format AMSBIB
\Bibitem{Mos20}
\by T.~D.~Moseeva
\paper Distribution of the volume of weighted Gaussian simplex
\inbook Probability and statistics. Part~29
\serial Zap. Nauchn. Sem. POMI
\yr 2020
\vol 495
\pages 187--197
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7004}
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  • https://www.mathnet.ru/eng/znsl/v495/p187
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