Distribution of the Volume of Weighted Gaussian Simplex

preprint2020arXivOpen access

Abstract

Let X0,…,XlX_0, \ldots, X_l be independent standard Gaussian vectors in Rd\mathbb{R}^d such that l⩽dl \leqslant d. We derive an explicit formula for the distribution of the volume of weighted Gaussian simplex without the origin -- ll-dimensional simplex conv(σ0X0,…,σlXl)\mathrm{conv}(σ_0X_0, \ldots, σ_lX_l) (σ0,…,σl>0σ_0, \ldots, σ_l > 0).

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