Intrinsic volumes and Gaussian processes (Q2749126)
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scientific article; zbMATH DE number 1663783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intrinsic volumes and Gaussian processes |
scientific article; zbMATH DE number 1663783 |
Statements
Intrinsic volumes and Gaussian processes (English)
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25 September 2002
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convex body
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deviation bound
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Gaussian process
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GB/GC set
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intrinsic volume
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Ito-Nisio oscillation
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quermassintegral
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Steiner point
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Wills functional
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Intrinsic volumes or quermassintegrals reflect key properties of convex bodies. In the present paper they are related to questions of regularity of a Gaussian process \(X\) associated with the body \(K\) by \(X_t=\sum t_iZ_i\), where \(t\in K\) and \(Z_1, Z_2, \ldots\) are i.i.d. standard Gaussian variables. The paper can be read either as a detailed study of random convex sets of the form \(M\cdot K\), where \(K\) is a fixed convex body and \(M\) a matrix with iid Gaussian entries, or as a study of the extension of intrinsic volumes to convex bodies in infinite dimensions given in probabilistic terms.
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