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Random polytopes and the wet part for arbitrary probability distributions

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arxiv 1902.06519 v1 pith:GQ5PI6YU submitted 2019-02-18 math.PR

Random polytopes and the wet part for arbitrary probability distributions

classification math.PR
keywords measurearbitraryboundconvexlarmanpartprobabilityrandom
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abstract

We examine how the measure and the number of vertices of the convex hull of a random sample of $n$ points from an arbitrary probability measure in $\mathbf{R}^d$ relates to the wet part of that measure. This extends classical results for the uniform distribution from a convex set [B\'ar\'any and Larman 1988]. The lower bound of B\'ar\'any and Larman continues to hold in the general setting, but the upper bound must be relaxed by a factor of $\log n$. We show by an example that this is tight.

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