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  • Gusakova, Anna, et al. (author)
  • The volume of random simplices from elliptical distributions in high dimension
  • 2023
  • In: Stochastic Processes and their Applications. - 0304-4149 .- 1879-209X. ; 164, s. 357-382
  • Journal article (peer-reviewed)abstract
    • Random simplices and more general random convex bodies of dimension p in with p ≤ n are considered, which are generated by random vectors having an elliptical distribution. In the high-dimensional regime, that is, if p → ∞ and n → ∞ in such a way that p/n → γ ∈ (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 × n random matrices whose rows are copies of a random vector with an elliptical distribution, which is established as well.
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Type of publication
journal article (1)
Type of content
peer-reviewed (1)
Author/Editor
Heiny, Johannes, 198 ... (1)
Gusakova, Anna (1)
Thäle, Christoph (1)
University
Stockholm University (1)
Language
English (1)
Research subject (UKÄ/SCB)
Natural sciences (1)
Year
2023 (1)

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