Coverage processes on spheres and condition numbers for linear programming
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
Original language | English |
---|---|
Pages (from-to) | 570-604 |
Journal / Publication | Annals of Probability |
Volume | 38 |
Issue number | 2 |
Publication status | Published - Mar 2010 |
Link(s)
Abstract
This paper has two agendas. Firstly, we exhibit new results for coverage processes. Let p(n,m,α) be the probability that n spherical caps of angular radius α in Sm do not cover the whole sphere Sm. We give an exact formula for p(n,m,α) in the case α ∈ [π/2,π] and an upper bound for p(n,m,α) in the case α ∈ [0,π/2] which tends to p(n,m,π/2) when α→π/2. In the case α ∈ [0,π/2] this yields upper bounds for the expected number of spherical caps of radius α that are needed to cover Sm. Secondly, we study the condition number C{script}(A) of the linear programming feasibility problem ∃x ∈R{double-struck}m+1Ax ≤ 0, x ≠ 0 where A ∈ R{double-struck}n×(m+1) is randomly chosen according to the standard normal distribution. We exactly determine the distribution of C{script}(A) conditioned to A being feasible and provide an upper bound on the distribution function in the infeasible case. Using these results, we show that E(lnC{script}(A)) ≤ 2 ln(m + 1) + 3.31 for all n > m, the sharpest bound for this expectancy as of today. Both agendas are related through a result which translates between coverage and condition.
Research Area(s)
- Condition numbers, Covering processes, Geometric probability, Integral geometry, Linear programming.
Citation Format(s)
Coverage processes on spheres and condition numbers for linear programming. / Bürgisser, Peter; Cucker, Felipe; Lotz, Martin.
In: Annals of Probability, Vol. 38, No. 2, 03.2010, p. 570-604.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review