For a fixed k∈{1,…,d} consider random vectors X0,…,Xk∈Rd with an arbitrary spherically symmetric joint density function. Let A be any non-singular d×d matrix. We show that the k-dimensional volume of the convex hull of affinely transformed Xi's satisfies ∣conv(AX0,…,AXk)∣=dκk∣PξE∣⋅∣conv(X0,…,Xk)∣, where E:={x∈Rd:x⊤(A⊤A)−1x≤1} is an ellipsoid, Pξ denotes the orthogonal projection to a random uniformly chosen k-dimensional linear subspace ξ independent of X0,…,Xk, and κk is the volume of the unit k-dimensional ball. We express ∣PξE∣ in terms of Gaussian random matrices. The important special case k=1 corresponds to the distance between two random points: ∣AX0−AX1∣=dN12+⋯+Nd2λ12N12+⋯+λd2Nd2⋅∣X0−X1∣, where N1,…,Nd are i.i.d. standard Gaussian variables independent of X0,X1 and λ1,…,λd are the singular values of A. As an application, we derive the following integral geometry formula for ellipsoids: κkd+1κdk+1κk(d+p)+dκk(d+p)+kAd,k∫∣E∩E∣p+d+1μd,k(dE)=∣E∣k+1Gd,k∫∣PLE∣pνd,k(dL), where p>−d+k−1 and Ad,k and Gd,k are the affine and the linear Grassmannians equipped with their respective Haar measures. The case p=0 reduces to an affine version of the integral formula of Furstenberg and Tzkoni.
@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}
}