The volume of random simplices from elliptical distributions in high dimension
From MaRDI portal
Publication:6072912
DOI10.1016/j.spa.2023.07.012zbMath1528.52002arXiv2206.00514OpenAlexW4384699793MaRDI QIDQ6072912
Johannes Heiny, Christoph Thäle, Anna Gusakova
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
Central limit and other weak theorems (60F05) Random convex sets and integral geometry (aspects of convex geometry) (52A22) Asymptotic theory of convex bodies (52A23)
Related Items (1)
Cites Work
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- A central limit theorem for the determinant of a Wigner matrix
- A probabilistic take on isoperimetric-type inequalities
- Spectral statistics of large dimensional Spearman's rank correlation matrix and its application
- Spectral analysis of large dimensional random matrices
- On a conjecture in geometric probability regarding asymptotic normality of a random simplex
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices
- Small-ball probabilities for the volume of random convex sets
- Thin-shell theory for rotationally invariant random simplices
- Likelihood ratio tests under model misspecification in high dimensions
- On the measure of anchored Gaussian simplices, with applications to multivariate medians
- Likelihood ratio tests for many groups in high dimensions
- Universality for the largest eigenvalue of sample covariance matrices with general population
- The logarithmic law of sample covariance matrices near singularity
- Random matrices: law of the determinant
- The logarithmic law of random determinant
- Stochastic and Integral Geometry
- On random simplices in product distributions
- The volume of a random simplex in an n-ball is asymptotically normal
- On moments of quadratic forms in non-spherically distributed variables
- Limit theorems for random simplices in high dimensions
- Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
- Asymptotic normality for random simplices and convex bodies in high dimensions
- Random Polytopes
- Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix
- Fine asymptotics for models with Gamma type moments
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: The volume of random simplices from elliptical distributions in high dimension