Gaussian polytopes: variances and limit theorems

Author:

Hug Daniel,Reitzner Matthias

Abstract

The convex hull ofnindependent random points in ℝd, chosen according to the normal distribution, is called a Gaussian polytope. Estimates for the variance of the number ofi-faces and for the variance of theith intrinsic volume of a Gaussian polytope in ℝd,d∈ℕ, are established by means of the Efron-Stein jackknife inequality and a new formula of Blaschke-Petkantschin type. These estimates imply laws of large numbers for the number ofi-faces and for theith intrinsic volume of a Gaussian polytope asn→∞.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Gaussian Convex Bodies: a Nonasymptotic Approach;Journal of Mathematical Sciences;2019-03-22

2. Gaussian polytopes: A cumulant-based approach;Journal of Complexity;2018-08

3. Independence and maximal volume of d-dimensional random convex hull;Communications for Statistical Applications and Methods;2018-01-31

4. Approximation of convex sets by polytopes;Journal of Mathematical Sciences;2008-09

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