Random determinants, mixed volumes of ellipsoids, and zeros of Gaussian random fields

DOI10.1007/S10958-014-1844-9MaRDI QIDQ2253979zbMATH OpenOpenAlexFDO

Authors Dmitry Zaporozhets, Zakhar Kabluchko

Publication date 16 February 2015

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1206.0371

zbMATH Keywords

Bernstein theoremellipsoidsGaussian random determinantGaussian random fieldsGaussian random parallelotopeKac-Rice formulamixed volumesWishart matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Geometric probability and stochastic geometry (60D05) Gaussian processes (60G15) Random fields (60G60)

Abstract: Consider a $dimesd$ matrix $M$ whose rows are independent centered non-degenerate Gaussian vectors $x{i}_1,\mathrm{...},x{i}_d$ with covariance matrices $Sigm{a}_1,\mathrm{...},Sigm{a}_d$. Denote by $mathcal{E}_i$ the location-dispersion ellipsoid of $x{i}_i:mathcal{E}_i=mathbfxinmathbb{R}^d:mathbf{x}^{o}pSigm{a}_i^{-1}mathbfxleqslant1$. We show that ${\displaystyle }$ mathbb{E},|det M|=frac{d!}{(2pi)^{d/2}}V_d(mathcal{E}_1,...,mathcal{E}_d), ${\displaystyle }$ where $V_d(cdot,\mathrm{...},cdot)$ denotes the {it mixed volume}. We also generalize this result to the case of rectangular matrices. As a direct corollary we get an analytic expression for the mixed volume of $d$ arbitrary ellipsoids in $mathbb{R}^d$. As another application, we consider a smooth centered non-degenerate Gaussian random field $X=(X_1,\mathrm{...},X_k{)}^{o}p:mathbb{R}^{d}omathbb{R}^k$. Using Kac-Rice formula, we obtain the geometric interpretation of the intensity of zeros of $X$ in terms of the mixed volume of location-dispersion ellipsoids of the gradients of $X_i/sqrtmathbfVar{X}_i$. This relates zero sets of equations to mixed volumes in a way which is reminiscent of the well-known Bernstein theorem about the number of solutions of the typical system of algebraic equations.

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Cites work

• Computing mixed discriminants, mixed volumes, and permanents
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• scientific article; zbMATH DE number 3636997 (Why is no real title available?)
• Moment-generating operators for determinants of product moments in samples from a normal system
• Stochastic and Integral Geometry
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix
• The number of roots of a system of equations

Cited in

(10)

• Intrinsic volumes of Sobolev balls with applications to Brownian convex hulls
• Convex hulls of multidimensional random walks
• Random affine simplexes
• Exclusion volumes of convex bodies in high space dimensions: applications to virial coefficients and continuum percolation
• Crofton formulae for products
• How many roots of a system of random Laurent polynomials are real?
• On Sidorenko's conjecture for determinants and Gaussian Markov random fields
• Matrix Hermite polynomials, random determinants and the geometry of Gaussian fields
• Mixed volume of infinite-dimensional convex compact sets
• Gaussian zonoids, Gaussian determinants and Gaussian random fields

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