Expected Absolute Random Determinants and Zonoids

Citation
A. Vitale, Richard, Expected Absolute Random Determinants and Zonoids, Annals of applied probability , 2(1), 1991, pp. 293-300
ISSN journal
10505164
Volume
2
Issue
1
Year of publication
1991
Pages
293 - 300
Database
ACNP
SICI code
Abstract
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.