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Zapiski Nauchnykh Seminarov POMI, 2021, Volume 501, Pages 126–148
(Mi znsl7080)
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This article is cited in 3 scientific papers (total in 3 papers)
Grassmann angles and absorption probabilities of Gaussian convex hulls
F. Götzea, Z. Kabluchkob, D. Zaporozhetsc a Bielefeld University, P. O. Box 10 01 31, 33501 Bielefeld, Germany
b Institute of Mathematical Stochastics, Orléans-Ring 10, 48149 Münster, Germany
c St. Petersburg Department of Steklov Institute of Mathematics, 191011 St.Petersburg, Russia
Abstract:
Let $M$ be an arbitrary subset in $\mathbb{R}^n$ with a conic (or positive) hull $C$. Consider its Gaussian image $AM$, where $A$ is a $k\times n$-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.
Key words and phrases:
Conic intrinsic volumes, persistence probability, conic Crofton formula, conic Steiner formula, Sudakov's formula, Tsirelson's formula, Grassmann angle, Gaussian image, absorption probability, Gaussian simplex.
Received: 11.05.2021
Citation:
F. Götze, Z. Kabluchko, D. Zaporozhets, “Grassmann angles and absorption probabilities of Gaussian convex hulls”, Probability and statistics. Part 30, Zap. Nauchn. Sem. POMI, 501, POMI, St. Petersburg, 2021, 126–148
Linking options:
https://www.mathnet.ru/eng/znsl7080 https://www.mathnet.ru/eng/znsl/v501/p126
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