Random determinants, mixed volumes of ellipsoids, and zeros of Gaussian random fields
Abstract
Consider a matrix whose rows are independent centered non-degenerate Gaussian vectors with covariance matrices . Denote by the location-dispersion ellipsoid of . We show that where denotes the {\it mixed volume}. We also generalize this result to the case of rectangular matrices. As a direct corollary we get an analytic expression for the mixed volume of arbitrary ellipsoids in . As another application, we consider a smooth centered non-degenerate Gaussian random field . Using Kac-Rice formula, we obtain the geometric interpretation of the intensity of zeros of in terms of the mixed volume of location-dispersion ellipsoids of the gradients of . This relates zero sets of equations to mixed volumes in a way which is reminiscent of the well-known Bernstein theorem about the number of solutions of the typical system of algebraic equations.
Keywords
Cite
@article{arxiv.1206.0371,
title = {Random determinants, mixed volumes of ellipsoids, and zeros of Gaussian random fields},
author = {Zakhar Kabluchko and Dmitry Zaporozhets},
journal= {arXiv preprint arXiv:1206.0371},
year = {2012}
}