Absorption probabilities for Gaussian polytopes and regular spherical simplices
Abstract
The Gaussian polytope is the convex hull of independent standard normally distributed points in . We derive explicit expressions for the probability that contains a fixed point as a function of the Euclidean norm of , and the probability that contains the point , where is constant and is a standard normal vector independent of . As a by-product, we also compute the expected number of -faces and the expected volume of , thus recovering the results of Affentranger and Schneider [Discr. and Comput. Geometry, 1992] and Efron [Biometrika, 1965], respectively. All formulas are in terms of the volumes of regular spherical simplices, which, in turn, can be expressed through the standard normal distribution function and its complex version . The main tool used in the proofs is the conic version of the Crofton formula.
Cite
@article{arxiv.1704.04968,
title = {Absorption probabilities for Gaussian polytopes and regular spherical simplices},
author = {Zakhar Kabluchko and Dmitry Zaporozhets},
journal= {arXiv preprint arXiv:1704.04968},
year = {2019}
}
Comments
30 pages. To appear in Advances in Applied Probability