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Probability Theory and Related Fields
Article . 2023 . Peer-reviewed
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Article . 2023
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https://dx.doi.org/10.48550/ar...
Article . 2021
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Estimating the probability that a given vector is in the convex hull of a random sample

Authors: Hayakawa, S; Lyons, T; Oberhauser, H;

Estimating the probability that a given vector is in the convex hull of a random sample

Abstract

AbstractFor a d-dimensional random vector X, let $$p_{n, X}(\theta )$$ p n , X ( θ ) be the probability that the convex hull of n independent copies of X contains a given point $$\theta $$ θ . We provide several sharp inequalities regarding $$p_{n, X}(\theta )$$ p n , X ( θ ) and $$N_X(\theta )$$ N X ( θ ) denoting the smallest n for which $$p_{n, X}(\theta )\ge 1/2$$ p n , X ( θ ) ≥ 1 / 2 . As a main result, we derive the totally general inequality $$1/2 \le \alpha _X(\theta )N_X(\theta )\le 3d + 1$$ 1 / 2 ≤ α X ( θ ) N X ( θ ) ≤ 3 d + 1 , where $$\alpha _X(\theta )$$ α X ( θ ) (a.k.a. the Tukey depth) is the minimum probability that X is in a fixed closed halfspace containing the point $$\theta $$ θ . We also show several applications of our general results: one is a moment-based bound on $$N_X(\mathbb {E}\!\left[ X\right] )$$ N X ( E X ) , which is an important quantity in randomized approaches to cubature construction or measure reduction problem. Another application is the determination of the canonical convex body included in a random convex polytope given by independent copies of X, where our combinatorial approach allows us to generalize existing results in random matrix community significantly.

Country
United Kingdom
Keywords

Probability (math.PR), Berry-Esseen theorem, cubature, Monte Carlo methods, Mathematics - Statistics Theory, Statistics Theory (math.ST), floating body, random convex hull, FOS: Mathematics, Tukey depth, Geometric probability and stochastic geometry, Mathematics - Probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
5
Top 10%
Average
Top 10%
Green
hybrid