Distribution of the Volume of Weighted Gaussian Simplex

DOI10.1007/S10958-022-06235-7MaRDI QIDQ6345087arXivFDO

Authors T. Moseeva

Publication date 14 July 2020

Published in arXiv

Full work available at URL https://doi.org/10.1007/S10958-022-06235-7

Mathematics Subject Classification ID

Length, area and volume in real or complex geometry (51M25) Random convex sets and integral geometry (aspects of convex geometry) (52A22) Geometric probability and stochastic geometry (60D05)

arXiv classification

math.PR

Abstract: Let $X_0,ldots,X_l$ be independent standard Gaussian vectors in $mathbb{R}^d$ such that $lleqslantd$. We derive an explicit formula for the distribution of the volume of weighted Gaussian simplex without the origin -- $l$-dimensional simplex $mathrmconv(sigm{a}_0{X}_0,ldots,sigm{a}_l{X}_l)$ ($sigm{a}_0,ldots,sigm{a}_l>0$).

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