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Zapiski Nauchnykh Seminarov POMI, 2020, Volume 495, Pages 187–197
(Mi znsl7004)
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Distribution of the volume of weighted Gaussian simplex
T. D. Moseeva Euler International Mathematical Institute, St. Petersburg
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
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
Linking options:
https://www.mathnet.ru/eng/znsl7004 https://www.mathnet.ru/eng/znsl/v495/p187
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Statistics & downloads: |
Abstract page: | 125 | Full-text PDF : | 40 | References: | 28 |
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