Central limit theorems for Gaussian polytopes

DOI10.1214/009117906000000791MaRDI QIDQ2373575zbMATH OpenOpenAlexWikidataFDO

Authors Imre Bárány, Van Vu

Publication date 12 July 2007

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0610192

zbMATH Keywords

dependency graphGaussian distributionRandom polytopes

Mathematics Subject Classification ID

Random convex sets and integral geometry (aspects of convex geometry) (52A22) Combinatorial probability (60C05) Geometric probability and stochastic geometry (60D05) Strong limit theorems (60F15)

Abstract: Choose $n$ random, independent points in $R^d$ according to the standard normal distribution. Their convex hull $K_n$ is the {sl Gaussian random polytope}. We prove that the volume and the number of faces of $K_n$ satisfy the central limit theorem, settling a well known conjecture in the field.

Review text

Let \(\Psi_d=\Psi\) denote the standard normal distribution on \(\mathbb R^d\), \(d\geq2\), its density function is \(\psi_d=\psi=\exp\{-x^2/2\}/(2\pi)^{d/2}\), where \(x^2=| x| ^2\) is the square of the Euclidean norm of \(x\in\mathbb R^d\). Choose a set \(X_n=\{x_1,..., x_n\}\) of random independent points from \(\mathbb R^d\) according to the normal distribution \(\Psi\). The convex hull of these points, \(K_n\), is the Gaussian polytope. This is one of the central models in the theory of random polytopes (see \textit{A. Rényi}, and \textit{R. Sulanke} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 2, 75--84 (1963; Zbl 0118.13701)]). The main goal of this theory is to investigate the distributions of the key functionals of random polytopes. It is a natural and important conjecture in the theory of random polytopes that the key functionals of \(K_n\) satisfy the central limit theorem, as \(n\) tends to infinity. However, early results are very far from a possible answer of this question and mostly focused on expectations. Let \(\text{Vol}(K_n)\) and \(f_s(K_n)\) be the volume and number of faces of dimension \(s\), respectively. \textit{H. Raynaud} [J. Appl. Probab. 7, 35--48 (1970; Zbl 0192.53602)] computed \(Ef_{d-1}(K_n)\) in all dimensions. Recently, \textit{D. Hug} and \textit{M. Reitzner} [Adv. Appl. Probab. 37, No. 2, 297--320 (2005; Zbl 1089.52003)] obtained an estimate for the variance. An upper bound for the variance of \(\text{Vol}(K_n)\) is given by Hug and Reitzner (loc. cit.). Therefore, the conjecture has been open for several decades and very few partial results have been proved. In this paper, the authors develop a general framework which enables to confirm this conjecture for the volume of \(K_n\) and the number of faces \(f_s(K_n)\) of any dimension \(s\). The framework of the present paper makes use of ideas from \textit{I. Bárány} and \textit{M. Reitzner} [``Central limit theorems for random polytopes in convex polytopes, manuscript (2005)], \textit{M. Reitzner} [Probab. Theory Relat. Fields 133, No. 4, 483--507 (2005; Zbl 1081.60008)] and \textit{V. H. Vu} [Geom. Funct. Anal. 15, No. 6, 1284--1318 (2005; Zbl 1094.52002) and Adv. Math. 207, No. 1, 221--243 (2006; Zbl 1111.52010)].

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Cited in

(40)

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• Gaussian polytopes: a cumulant-based approach
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• Thin-shell theory for rotationally invariant random simplices
• A central limit theorem for extrinsic antimeans and estimation of Veronese-Whitney means and antimeans on planar Kendall shape spaces
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