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 in with are considered, which are generated by random vectors having an elliptical distribution. In the high-dimensional regime, that is, if and in such a way that , 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 random matrices whose rows are copies of a random vector with an elliptical distribution, which is established as well.
Keywords
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