For matrices with iid columns, the expectations of the title are examined using ideas from convex geometry. In particular, a representation is shown which involves random realizations from the class of convex bodies called zonoids. This result is used to derive bounds and comparisons of various types.
Publié le : 1991-05-14
Classification:
Determinant,
random matrix zonoid,
zonotope,
15A42,
52A22,
52A40,
60D05,
60E15
@article{1177005938,
author = {Vitale, Richard A.},
title = {Expected Absolute Random Determinants and Zonoids},
journal = {Ann. Appl. Probab.},
volume = {1},
number = {4},
year = {1991},
pages = { 293-300},
language = {en},
url = {http://dml.mathdoc.fr/item/1177005938}
}
Vitale, Richard A. Expected Absolute Random Determinants and Zonoids. Ann. Appl. Probab., Tome 1 (1991) no. 4, pp. 293-300. http://gdmltest.u-ga.fr/item/1177005938/