Consider a d × d matrix M whose rows are independent, centered, nondegenerate Gaussian vectors ξ1,...,ξd with covariance matrices Σ1,...,Σd. Denote by εi the dispersion ellipsoid of ξi:εi}= {x ∈ ℝ}d}: x⊤ ∑i-1} . We show that (Formula presented.) where Vd (·,...,·) denotes the mixed volume. We also generalize this result to the case of rectangular matrices. As a direct corollary, we get an analytic expression for the mixed volume of d arbitrary ellipsoids in ℝd. As another application, we consider a smooth, centered, nondegenerate Gaussian random field X = (X1,...,Xk)⊤ : ℝd → ℝk. Using the Kac-Rice formula, we obtain a geometric interpretation of the intensity of zeros of X in terms of the mixed volume of dispersion ellipsoids of the gradients of Xi/√VarXi. This relates zero sets of equations to mixed volumes in a way which is reminiscent of the well-known Bernstein theorem about the number of solutions of a typical system of algebraic equations. © 2014 Springer Science+Business Media New York.
Original languageEnglish
Pages (from-to)168-173
Number of pages6
JournalJournal of Mathematical Sciences (United States)
Volume199
Issue number2
DOIs
StatePublished - 1 Jan 2014

ID: 126288960