Intrinsic Volumes of the Brownian Motion Body

Details Intrinsic Volumes of the Brownian Motion Body Intrinsic Volumes of the Brownian Motion Body

2000-11-08

arxiv.org/abs/math/0011052v1

Mathematics

Metric Geometry

Scientific paper

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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