Abstract:
Let $X_0, \ldots, X_l$ be independent standard Gaussian vectors in $\mathbb{R}^d$ such that $l \leqslant d$. We derive an explicit formula for the distribution of the volume of weighted Gaussian simplex without the origin — $l$-dimensional simplex $\mathrm{conv}(\sigma_0X_0, \ldots, \sigma_lX_l)$ ($\sigma_0, \ldots, \sigma_l > 0$).
Key words and phrases:Random simplex, Gaussian simplex, convex hull, volume, Blaschke–Petkantschin formula.