On the Euclidean distance between two Gaussian points and the normal covariogram of \(\mathbb{R}^d\) (Q6602405)

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scientific article; zbMATH DE number 7911058
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    On the Euclidean distance between two Gaussian points and the normal covariogram of \(\mathbb{R}^d\)
    scientific article; zbMATH DE number 7911058

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      On the Euclidean distance between two Gaussian points and the normal covariogram of \(\mathbb{R}^d\) (English)
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      11 September 2024
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      The covariogram of a bounded body \(\mathbb D\subset \mathbb R^d\), defined at a point \(t\in \mathbb R^d\) as the Lebesgue measure of the intersection of \(\mathbb D\) and the translated copy of \(\mathbb D\) by the vector \(t\), has a natural connection to the Euclidean distance of two uniform random points in \(\mathbb D\). In this paper, the authors consider the generalisation of this interpoint distance to \(\mathbb R^d\) by examining the Euclidean distance of two Gaussian points in \(\mathbb R^d\), and they extend the concept of the covariogram from a bounded body to the entire space \(\mathbb R^d\) with the use of this random variable. Representations of the distribution and density function of the distance are obtained, as well as precise bounds for its moments.
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      covariogram
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      interpoint distance
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      multivariate normal distribution
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      covariance matrix
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      integral representation
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      moment estimation
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