Grassmann angles and absorption probabilities of Gaussian convex hulls

F. Götze   ; Z. Kabluchko   ; D. Zaporozhets

Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 30, Tome 501 (2021), pp. 126-148

Résumé

Let $M$ be an arbitrary subset in $\mathbb{R}^n$ with a conic (or positive) hull $C$. Consider its Gaussian image $AM$, where $A$ is a $k\times n$-matrix whose entries are independent standard Gaussian random variables. We show that the probability that the convex hull of $AM$ contains the origin in its interior coincides with the $k$-th Grassmann angle of $C$. Also, we prove that the expected Grassmann angles of $AC$ coincide with the corresponding Grassmann angles of $C$. Using the latter result, we show that the expected sum of $j$-th Grassmann angles at $\ell$-dimensional faces of a Gaussian simplex equals the analogous angle-sum for the regular simplex of the same dimension.

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