# Tagged Questions

**6**

votes

**2**answers

169 views

### Random walk in a convex body or convex polytope

Let $\Delta$ be a convex body (i.e. a compact convex subset) or a convex polytope in
$\mathbb{R}^n$. Let $x$ be a point inside $\Delta$ and consider a (uniform) random walk starting at $x$ inside ...

**5**

votes

**3**answers

259 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

**0**answers

165 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

**2**answers

518 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

**2**answers

417 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

**1**answer

442 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

**0**answers

202 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

**3**answers

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

**3**answers

250 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

**3**answers

818 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

**3**answers

942 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

**0**answers

651 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 ...