Absorption probabilities for Gaussian polytopes and regular spherical simplices

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Abstract: The Gaussian polytope mathcalPn,d is the convex hull of n independent standard normally distributed points in mathbbRd. We derive explicit expressions for the probability that mathcalPn,d contains a fixed point xinmathbbRd as a function of the Euclidean norm of x, and the probability that mathcalPn,d contains the point sigmaX, where sigmageq0 is constant and X is a standard normal vector independent of mathcalPn,d. As a by-product, we also compute the expected number of k-faces and the expected volume of mathcalPn,d, thus recovering the results of Affentranger and Schneider [Discr. and Comput. Geometry, 1992] and Efron [Biometrika, 1965], respectively. All formulas are in terms of the volumes of regular spherical simplices, which, in turn, can be expressed through the standard normal distribution function Phi(z) and its complex version Phi(iz). The main tool used in the proofs is the conic version of the Crofton formula.



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