Grassmann angles and absorption probabilities of Gaussian convex hulls

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Publication:6132520




Abstract: Let M be an arbitrary subset in mathbbRn with a conic (or positive) hull C. Consider its Gaussian image AM, where A is a kimesn-matrix whose entries are independent standard Gaussian random variables. We show that the probability that the convex hull of AM contains the origin in its interior coincides with the k-th Grassmann angle of C. Also, we prove that the expected Grassmann angles of AC coincide with the corresponding Grassmann angles of C. Using the latter result, we show that the expected sum of j-th Grassmann angles at ell-dimensional faces of a Gaussian simplex equals the analogous angle-sum for the regular simplex of the same dimension.



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