English

The volume of random simplices from elliptical distributions in high dimension

Probability 2023-08-17 v2

Abstract

Random simplices and more general random convex bodies of dimension pp in Rn\mathbb{R}^n with pnp\leq n are considered, which are generated by random vectors having an elliptical distribution. In the high-dimensional regime, that is, if pp\to\infty and nn\to\infty in such a way that p/nγ(0,1)p/n\to\gamma\in(0,1), a central and a stable limit theorem for the logarithmic volume of random simplices and random convex bodies is shown. The result follows from a related central limit theorem for the log-determinant of p×np\times n random matrices whose rows are copies of a random vector with an elliptical distribution, which is established as well.

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Cite

@article{arxiv.2206.00514,
  title  = {The volume of random simplices from elliptical distributions in high dimension},
  author = {Anna Gusakova and Johannes Heiny and Christoph Thäle},
  journal= {arXiv preprint arXiv:2206.00514},
  year   = {2023}
}

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25 pages