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- W2963126932 abstract "Let <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=upper X 1> <mml:semantics> <mml:msub> <mml:mi>X</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:annotation encoding=application/x-tex>X_1</mml:annotation> </mml:semantics> </mml:math> </inline-formula>, …, <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=upper X Subscript n> <mml:semantics> <mml:msub> <mml:mi>X</mml:mi> <mml:mi>n</mml:mi> </mml:msub> <mml:annotation encoding=application/x-tex>X_n</mml:annotation> </mml:semantics> </mml:math> </inline-formula> be a standard normal sample in <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=double-struck upper R Superscript d> <mml:semantics> <mml:msup> <mml:mrow class=MJX-TeXAtom-ORD> <mml:mi mathvariant=double-struck>R</mml:mi> </mml:mrow> <mml:mi>d</mml:mi> </mml:msup> <mml:annotation encoding=application/x-tex>mathbb {R}^d</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. We compute exactly the expected volume of the Gaussian polytope <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=c o n v left-bracket upper X 1 comma ellipsis comma upper X Subscript n Baseline right-bracket> <mml:semantics> <mml:mrow> <mml:mi>conv</mml:mi> <mml:mo><!-- --></mml:mo> <mml:mo stretchy=false>[</mml:mo> <mml:msub> <mml:mi>X</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mo>,</mml:mo> <mml:mo>…<!-- … --></mml:mo> <mml:mo>,</mml:mo> <mml:msub> <mml:mi>X</mml:mi> <mml:mi>n</mml:mi> </mml:msub> <mml:mo stretchy=false>]</mml:mo> </mml:mrow> <mml:annotation encoding=application/x-tex>operatorname {conv} [X_1,ldots ,X_n]</mml:annotation> </mml:semantics> </mml:math> </inline-formula>, the symmetric Gaussian polytope <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=c o n v left-bracket plus-or-minus upper X 1 comma ellipsis comma plus-or-minus upper X Subscript n Baseline right-bracket> <mml:semantics> <mml:mrow> <mml:mi>conv</mml:mi> <mml:mo><!-- --></mml:mo> <mml:mo stretchy=false>[</mml:mo> <mml:mo>±<!-- ± --></mml:mo> <mml:msub> <mml:mi>X</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mo>,</mml:mo> <mml:mo>…<!-- … --></mml:mo> <mml:mo>,</mml:mo> <mml:mo>±<!-- ± --></mml:mo> <mml:msub> <mml:mi>X</mml:mi> <mml:mi>n</mml:mi> </mml:msub> <mml:mo stretchy=false>]</mml:mo> </mml:mrow> <mml:annotation encoding=application/x-tex>operatorname {conv} [pm X_1,ldots ,pm X_n]</mml:annotation> </mml:semantics> </mml:math> </inline-formula>, and the Gaussian zonotope <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=left-bracket 0 comma upper X 1 right-bracket plus midline-horizontal-ellipsis plus left-bracket 0 comma upper X Subscript n Baseline right-bracket> <mml:semantics> <mml:mrow> <mml:mo stretchy=false>[</mml:mo> <mml:mn>0</mml:mn> <mml:mo>,</mml:mo> <mml:msub> <mml:mi>X</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mo stretchy=false>]</mml:mo> <mml:mo>+</mml:mo> <mml:mo>⋯<!-- ⋯ --></mml:mo> <mml:mo>+</mml:mo> <mml:mo stretchy=false>[</mml:mo> <mml:mn>0</mml:mn> <mml:mo>,</mml:mo> <mml:msub> <mml:mi>X</mml:mi> <mml:mi>n</mml:mi> </mml:msub> <mml:mo stretchy=false>]</mml:mo> </mml:mrow> <mml:annotation encoding=application/x-tex>[0,X_1]+cdots +[0,X_n]</mml:annotation> </mml:semantics> </mml:math> </inline-formula> by exploiting their connection to the regular simplex, the regular cross-polytope, and the cube with the aid of Tsirelson’s formula. The expected volumes of these random polytopes are given by essentially the same expressions as the intrinsic volumes and external angles of the regular polytopes. For all of these quantities, we obtain asymptotic formulae which are more precise than the results which were known before. More generally, we determine the expected volumes of some heteroscedastic random polytopes including <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=c o n v left-bracket l 1 upper X 1 comma ellipsis comma l Subscript n Baseline upper X Subscript n Baseline right-bracket> <mml:semantics> <mml:mrow> <mml:mi>conv</mml:mi> <mml:mo><!-- --></mml:mo> <mml:mo stretchy=false>[</mml:mo> <mml:msub> <mml:mi>l</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:msub> <mml:mi>X</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mo>,</mml:mo> <mml:mo>…<!-- … --></mml:mo> <mml:mo>,</mml:mo> <mml:msub> <mml:mi>l</mml:mi> <mml:mi>n</mml:mi> </mml:msub> <mml:msub> <mml:mi>X</mml:mi> <mml:mi>n</mml:mi> </mml:msub> <mml:mo stretchy=false>]</mml:mo> </mml:mrow> <mml:annotation encoding=application/x-tex>operatorname {conv}[l_1X_1,ldots ,l_nX_n]</mml:annotation> </mml:semantics> </mml:math> </inline-formula> and <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=c o n v left-bracket plus-or-minus l 1 upper X 1 comma ellipsis comma plus-or-minus l Subscript n Baseline upper X Subscript n Baseline right-bracket> <mml:semantics> <mml:mrow> <mml:mi>conv</mml:mi> <mml:mo><!-- --></mml:mo> <mml:mo stretchy=false>[</mml:mo> <mml:mo>±<!-- ± --></mml:mo> <mml:msub> <mml:mi>l</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:msub> <mml:mi>X</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mo>,</mml:mo> <mml:mo>…<!-- … --></mml:mo> <mml:mo>,</mml:mo> <mml:mo>±<!-- ± --></mml:mo> <mml:msub> <mml:mi>l</mml:mi> <mml:mi>n</mml:mi> </mml:msub> <mml:msub> <mml:mi>X</mml:mi> <mml:mi>n</mml:mi> </mml:msub> <mml:mo stretchy=false>]</mml:mo> </mml:mrow> <mml:annotation encoding=application/x-tex>operatorname {conv} [pm l_1 X_1,ldots , pm l_n X_n]</mml:annotation> </mml:semantics> </mml:math> </inline-formula>, where <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=l 1> <mml:semantics> <mml:msub> <mml:mi>l</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:annotation encoding=application/x-tex>l_1</mml:annotation> </mml:semantics> </mml:math> </inline-formula>, …, <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=l Subscript n Baseline greater-than-or-equal-to 0> <mml:semantics> <mml:mrow> <mml:msub> <mml:mi>l</mml:mi> <mml:mi>n</mml:mi> </mml:msub> <mml:mo>≥<!-- ≥ --></mml:mo> <mml:mn>0</mml:mn> </mml:mrow> <mml:annotation encoding=application/x-tex>l_ngeq 0</mml:annotation> </mml:semantics> </mml:math> </inline-formula> are parameters, and the intrinsic volumes of the corresponding deterministic polytopes. Finally, we relate the <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=k> <mml:semantics> <mml:mi>k</mml:mi> <mml:annotation encoding=application/x-tex>k</mml:annotation> </mml:semantics> </mml:math> </inline-formula>th intrinsic volume of the regular simplex <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=normal upper Delta Superscript n minus 1> <mml:semantics> <mml:msup> <mml:mi mathvariant=normal>Δ<!-- Δ --></mml:mi> <mml:mrow class=MJX-TeXAtom-ORD> <mml:mi>n</mml:mi> <mml:mo>−<!-- − --></mml:mo> <mml:mn>1</mml:mn> </mml:mrow> </mml:msup> <mml:annotation encoding=application/x-tex>Delta ^{n-1}</mml:annotation> </mml:semantics> </mml:math> </inline-formula> to the expected maximum of independent standard Gaussian random variables <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=xi 1> <mml:semantics> <mml:msub> <mml:mi>ξ<!-- ξ --></mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:annotation encoding=application/x-tex>xi _1</mml:annotation> </mml:semantics> </mml:math> </inline-formula>, …, <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=xi Subscript n> <mml:semantics> <mml:msub> <mml:mi>ξ<!-- ξ --></mml:mi> <mml:mi>n</mml:mi> </mml:msub> <mml:annotation encoding=application/x-tex>xi _n</mml:annotation> </mml:semantics> </mml:math> </inline-formula> given that the maximum has multiplicity <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=k> <mml:semantics> <mml:mi>k</mml:mi> <mml:annotation encoding=application/x-tex>k</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. Namely, we show that <disp-formula content-type=math/mathml> [ <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=upper V Subscript k Baseline left-parenthesis normal upper Delta Superscript n minus 1 Baseline right-parenthesis equals StartFraction left-parenthesis 2 pi right-parenthesis Superscript StartFraction k Over 2 EndFraction Baseline Over k factorial EndFraction dot limit Underscript epsilon down-arrow 0 Endscripts epsilon Superscript 1 minus k Baseline double-struck upper E left-bracket max left-brace right-brace comma comma xi 1 comma ellipsis comma xi n double-struck 1 Subscript left-brace xi Sub Subscript left-parenthesis n right-parenthesis Subscript minus xi Sub Subscript left-parenthesis n minus k plus 1 right-parenthesis Subscript less-than-or-equal-to epsilon right-brace Baseline right-bracket comma> <mml:semantics> <mml:mrow> <mml:msub> <mml:mi>V</mml:mi> <mml:mi>k</mml:mi> </mml:msub> <mml:mo stretchy=false>(</mml:mo> <mml:msup> <mml:mi mathvariant=normal>Δ<!-- Δ --></mml:mi> <mml:mrow class=MJX-TeXAtom-ORD> <mml:mi>n</mml:mi> <mml:mo>−<!-- − --></mml:mo> <mml:mn>1</mml:mn> </mml:mrow> </mml:msup> <mml:mo stretchy=false>)</mml:mo> <mml:mo>=</mml:mo> <mml:mfrac> <mml:mrow> <mml:mo stretchy=false>(</mml:mo> <mml:mn>2</mml:mn> <mml:mi>π<!-- π --></mml:mi> <mml:msup> <mml:mo stretchy=false>)</mml:mo> <mml:mrow class=MJX-TeXAtom-ORD> <mml:mfrac> <mml:mi>k</mml:mi> <mml:mn>2</mml:mn> </mml:mfrac> </mml:mrow> </mml:msup> </mml:mrow> <mml:mrow> <mml:mi>k</mml:mi> <mml:mo>!</mml:mo> </mml:mrow> </mml:mfrac> <mml:mo>⋅<!-- ⋅ --></mml:mo> <mml:munder> <mml:mo movablelimits=true form=prefix>lim</mml:mo> <mml:mrow class=MJX-TeXAtom-ORD> <mml:mi>ε<!-- ε --></mml:mi> <mml:mo stretchy=false>↓<!-- ↓ --></mml:mo> <mml:mn>0</mml:mn> </mml:mrow> </mml:munder> <mml:msup> <mml:mi>ε<!-- ε --></mml:mi> <mml:mrow class=MJX-TeXAtom-ORD> <mml:mn>1</mml:mn> <mml:mo>−<!-- − --></mml:mo> <mml:mi>k</mml:mi> </mml:mrow> </mml:msup> <mml:mrow class=MJX-TeXAtom-ORD> <mml:mi mathvariant=double-struck>E</mml:mi> </mml:mrow> <mml:mo stretchy=false>[</mml:mo> <mml:mo movablelimits=true form=prefix>max</mml:mo> <mml:mo fence=false stretchy=false>{</mml:mo> <mml:msub> <mml:mi>ξ<!-- ξ --></mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mo>,</mml:mo> <mml:mo>…<!-- … --></mml:mo> <mml:mo>,</mml:mo> <mml:msub> <mml:mi>ξ<!-- ξ --></mml:mi> <mml:mi>n</mml:mi> </mml:msub> <mml:mo fence=false stretchy=false>}</mml:mo> <mml:msub> <mml:mrow class=MJX-TeXAtom-ORD> <mml:mn mathvariant=double-struck>1</mml:mn> </mml:mrow> <mml:mrow class=MJX-TeXAtom-ORD> <mml:mo fence=false stretchy=false>{</mml:mo> <mml:msub> <mml:mi>ξ<!-- ξ --></mml:mi> <mml:mrow class=MJX-TeXAtom-ORD> <mml:mo stretchy=false>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo stretchy=false>)</mml:mo> </mml:mrow> </mml:msub> <mml:mo>−<!-- − --></mml:mo> <mml:msub> <mml:mi>ξ<!-- ξ --></mml:mi> <mml:mrow class=MJX-TeXAtom-ORD> <mml:mo stretchy=false>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo>−<!-- − --></mml:mo> <mml:mi>k</mml:mi> <mml:mo>+</mml:mo> <mml:mn>1</mml:mn> <mml:mo stretchy=false>)</mml:mo> </mml:mrow> </mml:msub> <mml:mo>≤<!-- ≤ --></mml:mo> <mml:mi>ε<!-- ε --></mml:mi> <mml:mo fence=false stretchy=false>}</mml:mo> </mml:mrow> </mml:msub> <mml:mo stretchy=false>]</mml:mo> <mml:mo>,</mml:mo> </mml:mrow> <mml:annotation encoding=application/x-tex>V_k(Delta ^{n-1}) = frac {(2pi )^{frac k2}} {k!} cdot lim _{varepsilon downarrow 0} varepsilon ^{1-k} mathbb {E} [max {xi _1,ldots ,xi _n} mathbb {1}_{{xi _{(n)} - xi _{(n-k+1)}leq varepsilon }}],</mml:annotation> </mml:semantics> </mml:math> ] </disp-formula> where <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=xi Subscript left-parenthesis 1 right-parenthesis Baseline less-than-or-equal-to midline-horizontal-ellipsis less-than-or-equal-to xi Subscript left-parenthesis n right-parenthesis> <mml:semantics> <mml:mrow> <mml:msub> <mml:mi>ξ<!-- ξ --></mml:mi> <mml:mrow class=MJX-TeXAtom-ORD> <mml:mo stretchy=false>(</mml:mo> <mml:mn>1</mml:mn> <mml:mo stretchy=false>)</mml:mo> </mml:mrow> </mml:msub> <mml:mo>≤<!-- ≤ --></mml:mo> <mml:mo>⋯<!-- ⋯ --></mml:mo> <mml:mo>≤<!-- ≤ --></mml:mo> <mml:msub> <mml:mi>ξ<!-- ξ --></mml:mi> <mml:mrow class=MJX-TeXAtom-ORD> <mml:mo stretchy=false>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo stretchy=false>)</mml:mo> </mml:mrow> </mml:msub> </mml:mrow> <mml:annotation encoding=application/x-tex>xi _{(1)} leq cdots leq xi _{(n)}</mml:annotation> </mml:semantics> </mml:math> </inline-formula> denote the order statistics. A similar result holds for the cross-polytope if we replace <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=xi 1> <mml:semantics> <mml:msub> <mml:mi>ξ<!-- ξ --></mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:annotation encoding=application/x-tex>xi _1</mml:annotation> </mml:semantics> </mml:math> </inline-formula>, …, <inline-formula content-type=math/mathml> <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML alttext=xi Subscript n> <mml:semantics> <mml:msub> <mml:mi>ξ<!-- ξ --></mml:mi> <mml:mi>n</mml:mi> </mml:msub> <mml:annotation encoding=application/x-tex>xi _n</mml:annotation> </mml:semantics> </mml:math> </inline-formula> with their absolute values." @default.
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- W2963126932 date "2018-11-27" @default.
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- W2963126932 title "Expected volumes of Gaussian polytopes, external angles, and multiple order statistics" @default.
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