Coverage processes on spheres and condition numbers for linear programming
Abstract
This paper has two agendas. Firstly, we exhibit new results for coverage processes. Let be the probability that spherical caps of angular radius in do not cover the whole sphere . We give an exact formula for in the case and an upper bound for in the case which tends to when . In the case this yields upper bounds for the expected number of spherical caps of radius that are needed to cover . Secondly, we study the condition number of the linear programming feasibility problem where is randomly chosen according to the standard normal distribution. We exactly determine the distribution of conditioned to being feasible and provide an upper bound on the distribution function in the infeasible case. Using these results, we show that for all , the sharpest bound for this expectancy as of today. Both agendas are related through a result which translates between coverage and condition.
Cite
@article{arxiv.0712.2816,
title = {Coverage processes on spheres and condition numbers for linear programming},
author = {Peter Bürgisser and Felipe Cucker and Martin Lotz},
journal= {arXiv preprint arXiv:0712.2816},
year = {2011}
}
Comments
Published in at http://dx.doi.org/10.1214/09-AOP489 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)