The volume of random simplices from elliptical distributions in high dimension

DOI10.1016/J.SPA.2023.07.012MaRDI QIDQ6072912zbMATH OpenOpenAlexFDO

Authors Anna Gusakova, Johannes Heiny, Christoph Thäle

Publication date 15 September 2023

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2206.00514

zbMATH Keywords

central limit theoremelliptical distributionrandom simplexlogarithmic volume

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random convex sets and integral geometry (aspects of convex geometry) (52A22) Asymptotic theory of convex bodies (52A23)

Abstract: Random simplices and more general random convex bodies of dimension $p$ in $mathbb{R}^n$ with $pleqn$ are considered, which are generated by random vectors having an elliptical distribution. In the high-dimensional regime, that is, if $poinfty$ and $noinfty$ in such a way that $p/nogammain(0,1)$, a central and a stable limit theorem for the logarithmic volume of random simplices and random convex bodies is shown. The result follows from a related central limit theorem for the log-determinant of $pimesn$ random matrices whose rows are copies of a random vector with an elliptical distribution, which is established as well.

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Cited in

(3)

• Random determinants, mixed volumes of ellipsoids, and zeros of Gaussian random fields
• Asymptotic normality for random simplices and convex bodies in high dimensions
• Limit theorems for the volumes of small codimensional random sections of \(\ell_{p}^{n}\)-balls

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