English

Distribution of the Volume of Weighted Gaussian Simplex

Probability 2020-07-15 v1

Abstract

Let X0,,XlX_0, \ldots, X_l be independent standard Gaussian vectors in Rd\mathbb{R}^d such that ldl \leqslant d. We derive an explicit formula for the distribution of the volume of weighted Gaussian simplex without the origin -- ll-dimensional simplex conv(σ0X0,,σlXl)\mathrm{conv}(\sigma_0X_0, \ldots, \sigma_lX_l) (σ0,,σl>0\sigma_0, \ldots, \sigma_l > 0).

Keywords

Cite

@article{arxiv.2007.07208,
  title  = {Distribution of the Volume of Weighted Gaussian Simplex},
  author = {Tatiana Moseeva},
  journal= {arXiv preprint arXiv:2007.07208},
  year   = {2020}
}