Abstract:
Consider a convex body $D$ in $\mathbb{R}^n$. We obtain an explicit formula expressing the distribution function of the distance between two random points uniformly and independently chosen in $D$ in terms of the distribution function of the length of a random chord of $D$. As a corollary, we derive Kingman's formula which connects the moments of these distributions.
Key words and phrases:Gaussian random determinant, Wishart matrix, Gaussian random parallelotope, mixed volumes of ellipsoids, location-dispersion ellipsoid, zeros of Gaussian random fields, Bernstein theorem, Kac–Rice formula.