A note on "The volume of random simplices from elliptical distributions in high dimension"
Abstract
Recent work by Gusakova et al. (Stochastic Process. Appl. 164 (2023) 357-382) has shown a central and a stable limit theorem for the logarithmic volume of random simplices and random convex bodies under an elliptical framework in the high dimensional regime, that is, if p and n tend to infinity in such a way that the ratio tends to \gamma within (0,1). A technical condition (Equation (2.6) of Assumption (B) therein) requires that the population matrix AA* is close in Frobenius norm to a multiple of the identity matrix, which is rather restrictive and rules out various settings for statistical application, such as spiked models and dependent structure models. In this note we offer a general relaxation of this condition, which arrives at a reasonable condition and covers numerous scenarios, as well as consequences for the volume of general random simplices and random convex bodies. In particular, our results covers the Toeplitz/AR(1) covariance structures studied by Jiang and Pham (Ann. Stat. 53 (2025) 907-928), giving a concrete application of our theorem to high-dimensional dependent covariance models.
Keywords
Cite
@article{arxiv.2607.02169,
title = {A note on "The volume of random simplices from elliptical distributions in high dimension"},
author = {Shan Xizheng and Li Yanpeng},
journal= {arXiv preprint arXiv:2607.02169},
year = {2026}
}
Comments
Comments are welcome