Intrinsic Volumes of the Brownian Motion Body

2000/11/08 by Fuchang Gao, Gao, Fuchang, Richard A. Vitale +1 · 1 citation
Mathematics · #52A39 #60J65 #FOS: Mathematics #Metric Geometry (math.MG) #Probability (math.PR) #math.MG #math.PR #msc:52A39 #msc:60J65

paper · pdf · doi:10.48550/arxiv.math/0011052

arxiv created 2000/11/08 · arxiv updated 2009/11/30

Abstract

Motivated from Gaussian processes, we derive the intrinsic volumes of the infinite--dimensional Brownian motion body. The method is by discretization to a class of orthoschemes. Numerical support is offered for a conjecture of Sangwine-Yager, and another conjecture is offered on the rate of decay of intrinsic volume sequences.

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