Limit theorems for random simplices in high dimensions

MaRDI QIDQ4612240zbMATH OpenFDO

Authors Julian Grote, Zakhar Kabluchko, Christoph Thäle

Publication date 22 January 2019

Full work available at URL https://arxiv.org/abs/1708.00471, http://alea.impa.br/articles/v16/16-06.pdf

zbMATH Keywords

central limit theoremlarge deviationsmod-\(\phi\) convergencemoderate deviationsrandom simplexvolume

Mathematics Subject Classification ID

Random convex sets and integral geometry (aspects of convex geometry) (52A22) Asymptotic theory of convex bodies (52A23) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Large deviations (60F10)

Abstract: Let $r=r(n)$ be a sequence of integers such that $rleqn$ and let $X_1,ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $mathbb{R}^n$. Limit theorems for the log-volume and the volume of the random convex hull of $X_1,ldots,X_{r+1}$ are established in high dimensions, that is, as $r$ and $n$ tend to infinity simultaneously. This includes, Berry-Esseen-type central limit theorems, log-normal limit theorems, moderate and large deviations. Also different types of mod-$phi$ convergence are derived. The results heavily depend on the asymptotic growth of $r$ relative to $n$. For example, we prove that the fluctuations of the volume of the simplex are normal (respectively, log-normal) if $r=o(n)$ (respectively, $rsimalphan$ for some $0<alpha<1$).

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Cited in

(34)

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• Thin-shell theory for rotationally invariant random simplices
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