English

Threshold for the expected measure of the convex hull of random points with independent coordinates

Probability 2023-09-26 v2 Functional Analysis Metric Geometry

Abstract

Let μ\mu be an even Borel probability measure on R{\mathbb R}. For every N>nN>n consider NN independent random vectors X1,,XN\vec{X}_1,\ldots ,\vec{X}_N in Rn{\mathbb R}^n, with independent coordinates having distribution μ\mu . We establish a sharp threshold for the product measure μn\mu_n of the random polytope KN:=conv{X1,,XN}K_N:={\rm conv}\bigl\{\vec{X}_1,\ldots,\vec{X}_N\bigr\} in Rn{\mathbb R}^n under the assumption that the Legendre transform Λμ\Lambda_{\mu}^{\ast} of the logarithmic moment generating function of μ\mu satisfies the condition limxxlnμ([x,))Λμ(x)=1,\lim\limits_{x\uparrow x^{\ast}}\dfrac{-\ln \mu ([x,\infty ))}{\Lambda_{\mu}^{\ast}(x)}=1, where x=sup{xR ⁣:μ([x,))>0}x^{\ast}=\sup\{x\in\mathbb{R}\colon \mu([x,\infty))>0\}. An application is a sharp threshold for the case of the product measure νpn=νpn\nu_p^n=\nu_p^{\otimes n}, p1p\geq 1 with density (2γp)nexp(xpp)(2\gamma_p)^{-n}\exp(-\|x\|_p^p), where p\|\cdot\|_p is the pn\ell_p^n-norm and γp=Γ(1+1/p)\gamma_p=\Gamma(1+1/p).

Keywords

Cite

@article{arxiv.2303.02465,
  title  = {Threshold for the expected measure of the convex hull of random points with independent coordinates},
  author = {Minas Pafis},
  journal= {arXiv preprint arXiv:2303.02465},
  year   = {2023}
}