English

Random affine simplexes

Probability 2019-08-08 v2 Metric Geometry

Abstract

For a fixed k{1,,d}k\in\{1,\dots,d\} consider random vectors X0,,XkRdX_0,\dots, X_{k}\in\mathbb R^d with an arbitrary spherically symmetric joint density function. Let AA be any non-singular d×dd\times d matrix. We show that the kk-dimensional volume of the convex hull of affinely transformed XiX_{i}'s satisfies conv(AX0,,AXk)=dPξEκkconv(X0,,Xk), |\mathrm{conv}(AX_0,\dots,AX_{k})|\stackrel{d}{=}\frac{|P_\xi\mathcal{E}|}{\kappa_k}\cdot|\mathrm{conv}(X_0,\dots,X_{k})|, where E:={xRd:x(AA)1x1}\mathcal{E}:=\{\mathbf{x}\in\mathbb R^d:{\mathbf{x}^\top (A^\top A)^{-1}\mathbf{x}}\leq 1\} is an ellipsoid, PξP_\xi denotes the orthogonal projection to a random uniformly chosen kk-dimensional linear subspace ξ\xi independent of X0,,XkX_0,\dots, X_{k}, and κk\kappa_k is the volume of the unit kk-dimensional ball. We express PξE|P_\xi\mathcal{E}| in terms of Gaussian random matrices. The important special case k=1k=1 corresponds to the distance between two random points: AX0AX1=dλ12N12++λd2Nd2N12++Nd2X0X1, |AX_0-AX_1|\stackrel{d}{=}\sqrt{\frac{\lambda_1^2N_1^2+\dots+\lambda_d^2N_d^2}{N_1^2+\dots+N_d^2}}\cdot|X_0-X_1|, where N1,,NdN_1,\dots,N_d are i.i.d. standard Gaussian variables independent of X0,X1X_0,X_1 and λ1,,λd\lambda_1,\dots,\lambda_d are the singular values of AA. As an application, we derive the following integral geometry formula for ellipsoids: κdk+1κkd+1κk(d+p)+kκk(d+p)+dAd,kEEp+d+1μd,k(dE)=Ek+1Gd,kPLEpνd,k(dL), \frac{\kappa_{d}^{k+1}}{\kappa_k^{d+1}}\,\frac{\kappa_{k(d+p)+k}}{\kappa_{k(d+p)+d}}\,\int\limits_{A_{d,k}}|\mathcal{E}\cap E|^{p+d+1}\,\mu_{d,k}(dE)=|\mathcal{E}|^{k+1}\,\int\limits_{G_{d,k}}|P_L\mathcal{E}|^p\,\nu_{d,k}(dL), where p>d+k1p> -d+k-1 and Ad,kA_{d,k} and Gd,kG_{d,k} are the affine and the linear Grassmannians equipped with their respective Haar measures. The case p=0p=0 reduces to an affine version of the integral formula of Furstenberg and Tzkoni.

Keywords

Cite

@article{arxiv.1711.06578,
  title  = {Random affine simplexes},
  author = {Friedrich Götze and Anna Gusakova and Dmitry Zaporozhets},
  journal= {arXiv preprint arXiv:1711.06578},
  year   = {2019}
}
R2 v1 2026-06-22T22:49:30.128Z