Probability theory
Probabilities of hitting a convex hull
[Probabilités d'atteinte d'une enveloppe convexe]
Comptes Rendus. Mathématique, Tome 352 (2014) no. 11, pp. 935-940.

Dans cette Note, nous appliquons la méthode des moindres carrés non négatifs d'une matrice aléatoire. Ce problème est connecté à la probabilité que l'enveloppe convexe de points aléatoires ne contienne pas l'origine. En relation avec ce problème, nous obtenons aussi des estimations de la probabilité qu'une petite boule ne rencontre pas une enveloppe convexe.

In this note, we consider the non-negative least-square method with a random matrix. This problem has connections with the probability that the origin is not in the convex hull of many random points. As related problems, suitable estimates are obtained as well on the probability that a small ball does not hit the convex hull.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2014.08.015
Liu, Zhenxia 1 ; Yang, Xiangfeng 2

1 Blåeldsvägen 12B, Sturefors, Sweden
2 Department of Mathematics, Linköping University, SE-581 83 Linköping, Sweden
@article{CRMATH_2014__352_11_935_0,
     author = {Liu, Zhenxia and Yang, Xiangfeng},
     title = {Probabilities of hitting a convex hull},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {935--940},
     publisher = {Elsevier},
     volume = {352},
     number = {11},
     year = {2014},
     doi = {10.1016/j.crma.2014.08.015},
     language = {en},
     url = {http://www.numdam.org/articles/10.1016/j.crma.2014.08.015/}
}
TY  - JOUR
AU  - Liu, Zhenxia
AU  - Yang, Xiangfeng
TI  - Probabilities of hitting a convex hull
JO  - Comptes Rendus. Mathématique
PY  - 2014
SP  - 935
EP  - 940
VL  - 352
IS  - 11
PB  - Elsevier
UR  - http://www.numdam.org/articles/10.1016/j.crma.2014.08.015/
DO  - 10.1016/j.crma.2014.08.015
LA  - en
ID  - CRMATH_2014__352_11_935_0
ER  - 
%0 Journal Article
%A Liu, Zhenxia
%A Yang, Xiangfeng
%T Probabilities of hitting a convex hull
%J Comptes Rendus. Mathématique
%D 2014
%P 935-940
%V 352
%N 11
%I Elsevier
%U http://www.numdam.org/articles/10.1016/j.crma.2014.08.015/
%R 10.1016/j.crma.2014.08.015
%G en
%F CRMATH_2014__352_11_935_0
Liu, Zhenxia; Yang, Xiangfeng. Probabilities of hitting a convex hull. Comptes Rendus. Mathématique, Tome 352 (2014) no. 11, pp. 935-940. doi : 10.1016/j.crma.2014.08.015. http://www.numdam.org/articles/10.1016/j.crma.2014.08.015/

[1] Bardsley, J.; Nagy, J. Covariance-preconditioned iterative methods for nonnegatively constrained astronomical imaging, SIAM J. Matrix Anal. Appl., Volume 27 (2006) no. 4, pp. 1184-1197

[2] Baxter, G. A combinatorial lemma for complex numbers, Ann. Math. Stat., Volume 32 (1961) no. 3, pp. 901-904

[3] Donoho, D.; Tanner, J. Counting the faces of randomly-projected hypercubes and orthants, with applications, Discrete Comput. Geom., Volume 43 (2010) no. 3, pp. 522-541

[4] Donoho, D. et al. Maximum entropy and the nearly black object, J. R. Stat. Soc., Volume 54 (1992) no. 1, pp. 41-81

[5] Efron, B. The convex hull of a random set of points, Biometrika, Volume 52 (1965), pp. 331-343

[6] Jewell, N.; Romano, J. Coverage problems and random convex hulls, J. Appl. Probab., Volume 19 (1982), pp. 546-561

[7] Li, L.; Speed, T. Parametric deconvolution of positive spike trains, Ann. Stat., Volume 28 (2000) no. 5, pp. 1279-1301

[8] Majumdar, S.; Comtet, A.; Randon-Furling, J. Random convex hulls and extreme value statistics, J. Stat. Phys., Volume 138 (2010) no. 6, pp. 955-1009

[9] Rényi, A.; Sulanke, R. Über die konvexe Hülle von n zufällig gewählten Punkten, Probab. Theory Relat. Fields, Volume 2 (1963) no. 1, pp. 75-84

[10] Spitzer, F.; Widom, H. The circumference of a convex polygon, Proc. Amer. Math. Soc., Volume 12 (1961) no. 3, pp. 506-509

[11] Wendel, J. A problem in geometric probability, Math. Scand., Volume 11 (1962), pp. 109-111

Cité par Sources :