English

Absorption probabilities for Gaussian polytopes and regular spherical simplices

Probability 2019-12-30 v3 Metric Geometry

Abstract

The Gaussian polytope Pn,d\mathcal P_{n,d} is the convex hull of nn independent standard normally distributed points in Rd\mathbb R^d. We derive explicit expressions for the probability that Pn,d\mathcal P_{n,d} contains a fixed point xRdx\in\mathbb R^d as a function of the Euclidean norm of xx, and the probability that Pn,d\mathcal P_{n,d} contains the point σX\sigma X, where σ0\sigma\geq 0 is constant and XX is a standard normal vector independent of Pn,d\mathcal P_{n,d}. As a by-product, we also compute the expected number of kk-faces and the expected volume of Pn,d\mathcal P_{n,d}, 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 Φ(z)\Phi(z) and its complex version Φ(iz)\Phi(iz). The main tool used in the proofs is the conic version of the Crofton formula.

Keywords

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

R2 v1 2026-06-22T19:19:05.320Z