RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2021 Volume 501, Pages 126–148 (Mi znsl7080)

This article is cited in 2 papers

Grassmann angles and absorption probabilities of Gaussian convex hulls

F. Götzea, Z. Kabluchkob, D. Zaporozhetsc

a Bielefeld University, P. O. Box 10 01 31, 33501 Bielefeld, Germany
b Institute of Mathematical Stochastics, Orléans-Ring 10, 48149 Münster, Germany
c St. Petersburg Department of Steklov Institute of Mathematics, 191011 St.Petersburg, Russia

Abstract: Let $M$ be an arbitrary subset in $\mathbb{R}^n$ with a conic (or positive) hull $C$. Consider its Gaussian image $AM$, where $A$ is a $k\times n$-matrix whose entries are independent standard Gaussian random variables. We show that the probability that the convex hull of $AM$ contains the origin in its interior coincides with the $k$-th Grassmann angle of $C$. Also, we prove that the expected Grassmann angles of $AC$ coincide with the corresponding Grassmann angles of $C$. Using the latter result, we show that the expected sum of $j$-th Grassmann angles at $\ell$-dimensional faces of a Gaussian simplex equals the analogous angle-sum for the regular simplex of the same dimension.

Key words and phrases: Conic intrinsic volumes, persistence probability, conic Crofton formula, conic Steiner formula, Sudakov's formula, Tsirelson's formula, Grassmann angle, Gaussian image, absorption probability, Gaussian simplex.

UDC: 519.2

Received: 11.05.2021

Language: English



© Steklov Math. Inst. of RAS, 2024