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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2020 Volume 495, Pages 187–197 (Mi znsl7004)

Distribution of the volume of weighted Gaussian simplex

T. D. Moseeva

Euler International Mathematical Institute, St. Petersburg

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.

Received: 15.10.2020



© Steklov Math. Inst. of RAS, 2025