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The volume of an isotropic random parallelotope

Published online by Cambridge University Press:  14 July 2016

Harold Ruben*
Affiliation:
McGill University
*
Postal address: Department of Mathematics, McGill University, 805 Sherbrooke St. W., Montreal, P.Q. Canada, H3A 2K6.

Abstract

The p-content of the p-parallelotope ∇p, n determined by p independent isotropic random points z1, …, zp in ℝn (1 < pn) can be expressed as a product of independent variates in two ways, by successive orthogonal projection onto linear subspaces and by radial projection of the points, enabling calculation of the actual distribution as well as the moments of ∇p, n. This is done explicitly in several cases. The results also have interest in multivariate statistics.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1979 

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References

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