Diagonal Minkowski classes, zonoid equivalence, and stable laws

DOI10.1142/S0219199719500913MaRDI QIDQ5145376zbMATH OpenOpenAlexWikidataFDO

Authors F. Nagel, Ilya S. Molchanov

Publication date 20 January 2021

Published in Communications in Contemporary Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1806.08036

zbMATH Keywords

stable lawzonoidcosine transformdiagonal transformationMinkowski class

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Geometric probability and stochastic geometry (60D05) Convexity and finite-dimensional Banach spaces (including special norms, zonoids, etc.) (aspects of convex geometry) (52A21) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

Abstract: We consider the family of convex bodies obtained from an origin symmetric convex body $K$ by multiplication with diagonal matrices, by forming Minkowski sums of the transformed sets, and by taking limits in the Hausdorff metric. Support functions of these convex bodies arise by an integral transform of measures on the family of diagonal matrices, equivalently, on Euclidean space, which we call $K$-transform. In the special case, if $K$ is a segment not lying on any coordinate hyperplane, one obtains the family of zonoids and the cosine transform. In this case two facts are known: the vector space generated by support functions of zonoids is dense in the family of support functions of origin symmetric convex bodies; and the cosine transform is injective. We show that these two properties are equivalent for general $K$. For $K$ being a generalised zonoid, we determine conditions that ensure the injectivity of the $K$-transform. Relations to mixed volumes and to a geometric description of one-sided stable laws are discussed. The later probabilistic application gives rise to a family of convex bodies obtained as limits of sums of diagonally scaled $el{l}_p$-balls.

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Cited in

(1)

• Multivariate max-stable processes and homogeneous functionals

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