<p>Let <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(X_1,\ldots , X_{d+2}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>X</mi> <mrow> <mi>d</mi> <mo>+</mo> <mn>2</mn> </mrow> </msub> </mrow> </math></EquationSource> </InlineEquation> be random points in <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\mathbb {R}^d\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="double-struck">R</mi> </mrow> <mi>d</mi> </msup> </math></EquationSource> </InlineEquation>. The classical Sylvester problem asks to determine the probability that the convex hull of these points, denoted by <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(P:= [X_1,\ldots , X_{d+2}]\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>P</mi> <mo>:</mo> <mo>=</mo> <mo stretchy="false">[</mo> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>X</mi> <mrow> <mi>d</mi> <mo>+</mo> <mn>2</mn> </mrow> </msub> <mo stretchy="false">]</mo> </mrow> </math></EquationSource> </InlineEquation>, is a simplex. In the present paper, we study a refined version of this problem which asks to determine the probability that <i>P</i> has a given combinatorial type. It is known that there are <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\lfloor d/2\rfloor +1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo>⌊</mo> <mi>d</mi> <mo stretchy="false">/</mo> <mn>2</mn> <mo>⌋</mo> <mo>+</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation> possible combinatorial types of simplicial <i>d</i>-dimensional polytopes with at most <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(d+2\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>+</mo> <mn>2</mn> </mrow> </math></EquationSource> </InlineEquation> vertices. These types are denoted by <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(T_0^d, T_1^d, \ldots , T_{\lfloor d/2 \rfloor }^d\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msubsup> <mi>T</mi> <mn>0</mn> <mi>d</mi> </msubsup> <mo>,</mo> <msubsup> <mi>T</mi> <mn>1</mn> <mi>d</mi> </msubsup> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msubsup> <mi>T</mi> <mrow> <mo>⌊</mo> <mi>d</mi> <mo stretchy="false">/</mo> <mn>2</mn> <mo>⌋</mo> </mrow> <mi>d</mi> </msubsup> </mrow> </math></EquationSource> </InlineEquation>, where <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(T_0^d\)</EquationSource> <EquationSource Format="MATHML"><math> <msubsup> <mi>T</mi> <mn>0</mn> <mi>d</mi> </msubsup> </math></EquationSource> </InlineEquation> is a simplex with <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(d+1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>+</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation> vertices, while the remaining types have exactly <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(d+2\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>+</mo> <mn>2</mn> </mrow> </math></EquationSource> </InlineEquation> vertices. Our aim is thus to compute the probability <Equation ID="Equ49"> <EquationSource Format="TEX">\( p_{d,m} := \mathbb {P}[P \text { is of type } T_{m}^d], \qquad m\in \{0,1,\ldots , \lfloor d/2 \rfloor \}. \)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <msub> <mi>p</mi> <mrow> <mi>d</mi> <mo>,</mo> <mi>m</mi> </mrow> </msub> <mo>:</mo> <mo>=</mo> <mi mathvariant="double-struck">P</mi> <mrow> <mo stretchy="false">[</mo> <mi>P</mi> <mspace width="0.333333em" /> <mtext>is of type</mtext> <mspace width="0.333333em" /> <msubsup> <mi>T</mi> <mrow> <mi>m</mi> </mrow> <mi>d</mi> </msubsup> <mo stretchy="false">]</mo> </mrow> <mo>,</mo> <mspace width="2em" /> <mi>m</mi> <mo>∈</mo> <mrow> <mo stretchy="false">{</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo>,</mo> <mo>…</mo> <mo>,</mo> <mrow> <mo>⌊</mo> <mi>d</mi> <mo stretchy="false">/</mo> <mn>2</mn> <mo>⌋</mo> </mrow> <mo stretchy="false">}</mo> </mrow> <mo>.</mo> </mrow> </math></EquationSource> </Equation>The classical Sylvester problem corresponds to the case <InlineEquation ID="IEq10"> <EquationSource Format="TEX">\(m=0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>m</mi> <mo>=</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation>. We shall compute <InlineEquation ID="IEq11"> <EquationSource Format="TEX">\(p_{d,m}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>p</mi> <mrow> <mi>d</mi> <mo>,</mo> <mi>m</mi> </mrow> </msub> </math></EquationSource> </InlineEquation> for all <i>m</i> in the following cases: (a) <InlineEquation ID="IEq12"> <EquationSource Format="TEX">\(X_1,\ldots , X_{d+2}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>X</mi> <mrow> <mi>d</mi> <mo>+</mo> <mn>2</mn> </mrow> </msub> </mrow> </math></EquationSource> </InlineEquation> are i.i.d. normal; (b) <InlineEquation ID="IEq13"> <EquationSource Format="TEX">\(X_1,\ldots , X_{d+2}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>X</mi> <mrow> <mi>d</mi> <mo>+</mo> <mn>2</mn> </mrow> </msub> </mrow> </math></EquationSource> </InlineEquation> follow a <i>d</i>-dimensional beta or beta prime distribution, which includes the uniform distribution on the ball or on the sphere as special cases; (c) <InlineEquation ID="IEq14"> <EquationSource Format="TEX">\(X_1,\ldots , X_{d+2}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>X</mi> <mrow> <mi>d</mi> <mo>+</mo> <mn>2</mn> </mrow> </msub> </mrow> </math></EquationSource> </InlineEquation> form a random walk with exchangeable increments. As a by-product of case (a) we recover a recent solution to Youden’s demon problem which asks to determine the probability that, in a one-dimensional i.i.d. normal sample <InlineEquation ID="IEq15"> <EquationSource Format="TEX">\(\xi _1,\ldots , \xi _n\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>ξ</mi> <mn>1</mn> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>ξ</mi> <mi>n</mi> </msub> </mrow> </math></EquationSource> </InlineEquation>, the empirical mean <InlineEquation ID="IEq16"> <EquationSource Format="TEX">\(\frac{1}{n} (\xi _1 + \ldots + \xi _n)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> <mrow> <mo stretchy="false">(</mo> <msub> <mi>ξ</mi> <mn>1</mn> </msub> <mo>+</mo> <mo>…</mo> <mo>+</mo> <msub> <mi>ξ</mi> <mi>n</mi> </msub> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> lies between the <i>k</i>-th and the <InlineEquation ID="IEq17"> <EquationSource Format="TEX">\((k+1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi>k</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>-st order statistics. We also consider the conic (or spherical) version of the refined Sylvester problem and solve it in several special cases.</p>

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A Refinement of the Sylvester Problem: Probabilities of Combinatorial Types

  • Zakhar Kabluchko,
  • Hugo Panzo

摘要

Let \(X_1,\ldots , X_{d+2}\) X 1 , , X d + 2 be random points in \(\mathbb {R}^d\) R d . The classical Sylvester problem asks to determine the probability that the convex hull of these points, denoted by \(P:= [X_1,\ldots , X_{d+2}]\) P : = [ X 1 , , X d + 2 ] , is a simplex. In the present paper, we study a refined version of this problem which asks to determine the probability that P has a given combinatorial type. It is known that there are \(\lfloor d/2\rfloor +1\) d / 2 + 1 possible combinatorial types of simplicial d-dimensional polytopes with at most \(d+2\) d + 2 vertices. These types are denoted by \(T_0^d, T_1^d, \ldots , T_{\lfloor d/2 \rfloor }^d\) T 0 d , T 1 d , , T d / 2 d , where \(T_0^d\) T 0 d is a simplex with \(d+1\) d + 1 vertices, while the remaining types have exactly \(d+2\) d + 2 vertices. Our aim is thus to compute the probability \( p_{d,m} := \mathbb {P}[P \text { is of type } T_{m}^d], \qquad m\in \{0,1,\ldots , \lfloor d/2 \rfloor \}. \) p d , m : = P [ P is of type T m d ] , m { 0 , 1 , , d / 2 } . The classical Sylvester problem corresponds to the case \(m=0\) m = 0 . We shall compute \(p_{d,m}\) p d , m for all m in the following cases: (a) \(X_1,\ldots , X_{d+2}\) X 1 , , X d + 2 are i.i.d. normal; (b) \(X_1,\ldots , X_{d+2}\) X 1 , , X d + 2 follow a d-dimensional beta or beta prime distribution, which includes the uniform distribution on the ball or on the sphere as special cases; (c) \(X_1,\ldots , X_{d+2}\) X 1 , , X d + 2 form a random walk with exchangeable increments. As a by-product of case (a) we recover a recent solution to Youden’s demon problem which asks to determine the probability that, in a one-dimensional i.i.d. normal sample \(\xi _1,\ldots , \xi _n\) ξ 1 , , ξ n , the empirical mean \(\frac{1}{n} (\xi _1 + \ldots + \xi _n)\) 1 n ( ξ 1 + + ξ n ) lies between the k-th and the \((k+1)\) ( k + 1 ) -st order statistics. We also consider the conic (or spherical) version of the refined Sylvester problem and solve it in several special cases.