Sökning: L773:0304 4149 OR L773:1879 209X >
The volume of rando...
The volume of random simplices from elliptical distributions in high dimension
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Gusakova, Anna (författare)
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- Heiny, Johannes, 1989- (författare)
- Stockholms universitet,Matematiska institutionen
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Thäle, Christoph (författare)
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(creator_code:org_t)
- 2023
- 2023
- Engelska.
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Ingår i: Stochastic Processes and their Applications. - 0304-4149 .- 1879-209X. ; 164, s. 357-382
- Relaterad länk:
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https://urn.kb.se/re...
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visa fler...
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https://doi.org/10.1...
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visa färre...
Abstract
Ämnesord
Stäng
- 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.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- matematik
- Mathematics
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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