5
votes
3answers
215 views

Probability that convex hull of multivariate Gaussian sample contains a given point

I am generating random vectors $X_1, \dots, X_N$ from a $d$-dimensional multivariate normal $\text N(\mu, \Sigma)$. I would like to know what is the probability that a given point $y \in R^d$ falls ...
4
votes
0answers
146 views

Wasserstein distance, convex polytopes and extreme points

Let us consider convex polytopes with $K$ extreme points in $\mathbb{R}^d$. Let $\mathbf{P}$ be such polytope, and let $\text{ext}(\mathbf{P})$ denote its set of extreme points, so that $\mathbf{P} = ...
11
votes
2answers
461 views

Intuitive explanation of Dvoretzky's theorem

I am wondering if anyone has an enlightening explanation of why Dvoretzky's theorem (which says that a high-dimensional convex body has an almost round central section) is true -- there are a number ...
4
votes
2answers
396 views

Expected distance of a random point to the convex hull of N other points

Let $X_1, \cdots, X_N$ be i.i.d. $d$-dimensional random vectors, the exact distribution of $X$ is not very important in my application (as long as it continuous) so pick the one that works best, but ...
4
votes
1answer
435 views

An elementary probability question

Let $X$ be a $d$-dimensional random vector distributed according to probability measure $D$. At least the second moment of the coordinates of $X$ is finite. Consider $n+1$ samples $X_0, \ldots, X_n ...
2
votes
0answers
192 views

Convexity and probability

Problem instance: A closed convex body $B\subset {\Bbb R}^n$ of volume 1; a point $p\in B$; and a real number $v\in(0,1)$. Objective: Find the probability $P(B,v,p)$ that $p\in B'$, for $B'$ a ...
9
votes
3answers
1k views

Area Enclosed by the Convex Hull of a Set of Random Points

Consider $n$ points generated randomly and uniformly on a unit square. What is the expected value of the area (as a function of $n$) enclosed by the convex hull of the set of points?
7
votes
3answers
242 views

Expected minimum face angle of random convex polyhedron in $\mathbb{R}^3$

Let $P_n$ be a "random convex polyhedron" in $\mathbb{R}^3$ of $n$ vertices, where "random" could follow any one of a number of models: (1) the convex hull of $n$ points randomly and uniformly ...
2
votes
3answers
810 views

Draw a Random Line Through a Voronoi Tessellation, What is the Average Number of Voronoi Cell the Line Intersects?

Update: problem reformulation Following the advice in comments, I now restate my problem using Voronoi tessellation. Given a unit hypercube $H_n=\{(x_1,\ldots,x_n)\in \mathbb{R}^n: 0\leq x_i\leq ...
3
votes
3answers
856 views

Estimate probability( 0 is in the convex hull of N random points ) ?

Can anyone estimate N such that Prob( 0 is in the convex hull of $N$ points ) >= .95 for points uniformly scatterered in $[-1,1]^d$, $d = 2, 3, 4, 10$ ? The application is nearest-neghbour ...
10
votes
0answers
595 views

Constructive aspects of Caratheodory's theorem in convex analysis

Let me paraphrase Caratheodory's theorem in a probabilistic setup: Let $X$ be a real-valued random variable. For $k = 1, \ldots, m$, let $f_k: \mathbb{R} \to \mathbb{R}$ be a continuous function such ...