A refinement of the Sylvester problem: Probabilities of combinatorial types

Let $X_1,\ldots, X_{d+2}$ be random points in $\mathbb R^d$. The classical Sylvester problem asks to determine the probability that the convex hull of these points, denoted by $P:= [X_1,\ldots, X_{d+2}]$, is a simplex. In the present paper, we study a refined version of this problem which asks to determine the probability that $P$ has a given combinatorial type. It is known that there are $\lfloor d/2\rfloor+1$ possible combinatorial types of simplicial $d$-dimensional polytopes with at most $d+2$ vertices. These types are denoted by $T_0^d, T_1^d, \ldots, T_{\lfloor d/2 \rfloor}^d$, where $T_0^d$ is a simplex with $d+1$ vertices, while the remaining types have exactly $d+2$ vertices. Our aim is thus to compute the probability $$p_{d,m} := \mathbb P[P \text{ is of type } T_{m}^d], \qquad m\in \{0,1,\ldots, \lfloor d/2 \rfloor\}.$$ The classical Sylvester problem corresponds to the case $m=0$. We shall compute $p_{d,m}$ for all $m$ in the following cases: (a) $X_1,\ldots, X_{d+2}$ are i.i.d. normal; (b) $X_1,\ldots, X_{d+2}$ follow a $d$-dimensional beta or beta prime distribution, which includes the uniform distribution on the ball or on the sphere as special cases; (c) $X_1,\ldots, X_{d+2}$ form a random walk with exchangeable increments. As a by-product of case (a) we recover a recent solution to Youden's demon problem which asks to determine the probability that, in a one-dimensional i.i.d. normal sample $\xi_1,\ldots, \xi_n$, the empirical mean $\frac 1n (\xi_1 + \ldots + \xi_n)$ lies between the $k$-th and the $(k+1)$-st order statistics. We also consider the conic (or spherical) version of the refined Sylvester problem and solve it in several special cases.