WFRF:(Gapstur S. M.)
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- Gusakova, Anna (author)
The volume of random simplices from elliptical distributions in high dimension
- Article/chapterEnglish2023
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- 2023
- printrdacarrier
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- LIBRIS-ID:oai:DiVA.org:su-226667
- https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-226667URI
- https://doi.org/10.1016/j.spa.2023.07.012DOI
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- Language:English
- Summary in:English
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- 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.
Subject headings and genre
- NATURVETENSKAP Matematik Sannolikhetsteori och statistik hsv//swe
- NATURAL SCIENCES Mathematics Probability Theory and Statistics hsv//eng
- matematik
- Mathematics
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- Heiny, Johannes,1989-Stockholms universitet,Matematiska institutionen(Swepub:su)johe3032 (author)
- Thäle, Christoph (author)
- Stockholms universitetMatematiska institutionen (creator_code:org_t)
Related titles
- In:Stochastic Processes and their Applications164, s. 357-3820304-41491879-209X
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