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Spring Semester 2025

Date / Time Speaker Title Location
20 March 2025
14:15-15:15
Dr. Léo Mathis
Goethe University Frankfurt, DE
Details

DACO Seminar

Title Title: Non centered Gaussian determinants with Gaussian zonoids
Speaker, Affiliation Dr. Léo Mathis, Goethe University Frankfurt, DE
Date, Time 20 March 2025, 14:15-15:15
Location HG G 19.1
Abstract A Theorem of Vitale, Molchanov and Wespi, states that the expected absolute determinant of a random matrix with independent columns is equal to the mixed volume of some convex bodies called zonoids. In the case where the columns of the matrix are centered Gaussian, the corresponding zonoids are ellipsoids and this was studied by Kabluchko and Zaporozhets. The case of non centered Gaussian vectors, however, remains relatively unstudied. The convex bodies we obtain in this case, which I call Gaussian zonoids, are not ellipsoids. In this talk, I will show you what a Gaussian zonoid looks like and how one can approximate it with an ellipsoid. At the level of random determinants, this allows to approximate expectation of non centered Gaussian determinants with centered ones. If time allows, I will show how this applies to Gaussian random fields. Namely, I will show how one can give a quantitative estimate of the concentration of a small Gaussian perturbation of a hypersurface.
Title: Non centered Gaussian determinants with Gaussian zonoidsread_more
HG G 19.1

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