Random Polyhedral Cones I: Distributional Results via Gale Duality

Abstract

Let $U_1,\dots ,U_n$ be independent random vectors uniformly distributed on the unit sphere ${\mathbb{S}}^{d-1}\subseteq {\mathbb{R}}^d$, where $n\ge d$, and consider the random polyhedral cone \[ \mathcal W_{n,d}:=\mathop{\mathrm{pos}} (U_1,\ldots,U_n) = \{λ_1 U_1+ \ldots + λ_n U_n: λ_1\geq 0, \ldots, λ_n \geq 0\}. \] We establish several distributional results for ${\mathcal{W}}_{n,d}$ and the associated spherical polytope ${\mathcal{W}}_{n,d}\cap {\mathbb{S}}^{d-1}$. Our main contributions include: (i) Let $\hat{I}{\pm }_d$ denote the solid angle of ${\mathcal{W}}_{d,d}$ and write $m(d,k):=\mathbb{E}[\hat{I}{\pm }_d^k]$ for its $k$-th moment. We prove the symmetry $m(d,k)=m(k,d)$. As an application, we compute $\mathrm{Var}[\hat{I}{\pm }_d]=2^{-d}(d+1{)}^{-1}-4^{-d}$ and derive a closed formula for the third moment. (ii) For $n=d+1,d+2,d+3$ we determine the probability that ${\mathcal{W}}_{n,d}\cap {\mathbb{S}}^{d-1}$ is a spherical simplex, a spherical analogue of the classical Sylvester problem. In the case $n=d+2$ we also determine the distribution of the number of vertices of ${\mathcal{W}}_{d+2,d}\cap {\mathbb{S}}^{d-1}$. (iii) Let $f_{\ell }({\mathcal{W}}_{n,d})$ denote the number of $\ell$-dimensional faces of ${\mathcal{W}}_{n,d}$. We prove a distributional limit theorem for $f_{\ell }({\mathcal{W}}_{n,d})$ in the regime $n=d+k$ and $\ell =d-q$, where $k,q\in \mathbb{N}$ are fixed and $d\to \infty$. The limit law is a weighted sum of independent chi squared variables, with weights given by explicit eigenvalues of a convolution operator on the sphere. A unifying ingredient is an explicit coupling producing i.i.d. uniform vectors $U_1,\dots ,U_n\in {\mathbb{S}}^{d-1}$ together with i.i.d. uniform vectors $V_1,\dots ,V_n\in {\mathbb{S}}^{n-d-1}$ whose associated oriented matroids are Gale dual.

36 pages