• Corpus ID: 249240262

The volume of random simplices from elliptical distributions in high dimension

  title={The volume of random simplices from elliptical distributions in high dimension},
  author={Anna Gusakova and Johannes Heiny and Christoph Thale},
Random simplices and more general random convex bodies of dimension p in R with p ≤ n are considered, which are generated by random vectors having an elliptical distribution. In the high-dimensional regime, that is, if p → ∞ and n → ∞ in such a way that p/n → γ ∈ (0, 1), a central and a stable limit theorem for the logarithmic volume of random simplices and random convex bodies is shown. The result follows from a related central limit theorem for the log-determinant of p × n random matrices… 
1 Citations

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    Journal of Applied Probability
  • 1977
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  • H. Maehara
  • Mathematics
    Journal of Applied Probability
  • 1980
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