The volume of random simplices from elliptical distributions in high dimension

DOI10.1016/J.SPA.2023.07.012zbMATH Open1528.52002arXiv2206.00514OpenAlexW4384699793MaRDI QIDQ6072912FDOQ6072912

Authors: Anna Gusakova, Johannes Heiny, Christoph Thäle 

Publication date: 15 September 2023

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

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.

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

Recommendations

• Asymptotic normality for random simplices and convex bodies in high dimensions
• Limit theorems for random simplices in high dimensions
• Limit theorems for random points in a simplex
• Asymptotics of the norm of elliptical random vectors
• Thin-shell theory for rotationally invariant random simplices

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)

Cites Work

• Spectral analysis of large dimensional random matrices
• The logarithmic law of sample covariance matrices near singularity
• Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix
• Title not available (Why is that?)
• Stochastic and Integral Geometry
• Title not available (Why is that?)
• Title not available (Why is that?)
• Random polytopes, convex bodies, and approximation
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
• Spectral statistics of large dimensional Spearman's rank correlation matrix and its application
• Universality for the largest eigenvalue of sample covariance matrices with general population
• Random matrices: law of the determinant
• Random polytopes
• Random polytopes
• Small-ball probabilities for the volume of random convex sets
• A probabilistic take on isoperimetric-type inequalities
• Title not available (Why is that?)
• A central limit theorem for the determinant of a Wigner matrix
• On the bounds for diagonal and off-diagonal elements of the hat matrix in the linear regression model
• On moments of quadratic forms in non-spherically distributed variables
• On a conjecture in geometric probability regarding asymptotic normality of a random simplex
• The volume of a random simplex in an n-ball is asymptotically normal
• On random simplices in product distributions
• Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices
• Limit theorems for random simplices in high dimensions
• Likelihood ratio tests for many groups in high dimensions
• Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
• Thin-shell theory for rotationally invariant random simplices
• The logarithmic law of random determinant
• Asymptotic normality for random simplices and convex bodies in high dimensions
• Fine asymptotics for models with Gamma type moments
• Likelihood ratio tests under model misspecification in high dimensions
• On the measure of anchored Gaussian simplices, with applications to multivariate medians

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

This page was built for publication: The volume of random simplices from elliptical distributions in high dimension

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6072912)