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Random determinants, mixed volumes of ellipsoids, and zeros of Gaussian random fields
Gaussian random determinant Wishart matrix Gaussian random parallelotope mixed volumes of ellipsoids location-dispersion ellipsoid
2012/6/15
Consider a $d\times d$ matrix $M$ whose rows are independent centered non-degenerate Gaussian vectors $\xi_1,...,\xi_d$ with covariance matrices $\Sigma_1,...,\Sigma_d$. Denote by $\mathcal{E}_i$ the ...