The volume of random simplices from elliptical distributions in high dimension (Q6072912): Difference between revisions

The aim of the present paper is to provide central limit theorems for the logarithmic volume of \(p\)-dimensional pinned random simplices whose generating points follow a general elliptical distribution in \(\mathbb{R}^n\). In particular, the authors are interested in the high-dimensional regime, where \(p\) is a function of the space dimension \(n\) satisfying \(p\to +\infty\), as \(n\to +\infty\), and is such that \(p/n \to \gamma \in (0, 1)\). An \(n\)-dimensional random vector \(\mathbf{x}\) follows an elliptical distribution if it takes the form \(\mathbf{x} = R\mathbf{A}\mathbf{u}\), where \(R \ge 0\) is an arbitrary real-valued random variable, \(\mathbf{A}\) is a fixed \(n\times n\) matrix of full rank and \(\mathbf{u}\) is a uniform random direction, that is, a uniform random point on the unit sphere in \(\mathbb{R}^n\), which is independent from \(R\). A variety of different models and results are known in the literature, mainly in the asymptotic regime \(p \to +\infty\), while the dimension parameter \(n\) is kept fixed. Examples include the expectation asymptotics for the number of faces or the intrinsic volumes and their tight relation to affine surface areas, related upper and lower variance bounds as well as results on the asymptotic normality or concentration properties for these combinatorial and geometric parameters, see [\textit{D. Hug}, Lect. Notes Math. 2068, 205--238 (2013; Zbl 1275.60017)] for motivation, background material and references. The paper is organized as follows. Section 2 introduces the authors' set-up together with the necessary notation. The mail results, Theorem 2.1 for the log-determinant (asymptotic normality in high dimensions) and its geometric counterpart Theorem 2.4, are the contents of Section 2.1 and Section 2.2, respectively. Section 3 is devoted to the proof of Theorem 2.1, while the Appendix contains some auxiliary lemmas.