Intrinsic volumes and Gaussian processes (Q2749126)

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scientific article; zbMATH DE number 1663783
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Intrinsic volumes and Gaussian processes
scientific article; zbMATH DE number 1663783

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    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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