The Annals of Probability

Coverage processes on spheres and condition numbers for linear programming

Peter Bürgisser, Felipe Cucker, and Martin Lotz

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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 ${\mathscr{C}}(A)$ of the linear programming feasibility problem ∃x∈ℝm+1Ax≤0, x≠0 where A∈ℝn×(m+1) is randomly chosen according to the standard normal distribution. We exactly determine the distribution of ${\mathscr{C}}(A)$ conditioned to A being feasible and provide an upper bound on the distribution function in the infeasible case. Using these results, we show that $\mathbf{E}(\ln{\mathscr{C}}(A))\le2\ln(m+1)+3.31$ 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.

Article information

Source
Ann. Probab., Volume 38, Number 2 (2010), 570-604.

Dates
First available in Project Euclid: 9 March 2010

Permanent link to this document
https://projecteuclid.org/euclid.aop/1268143527

Digital Object Identifier
doi:10.1214/09-AOP489

Mathematical Reviews number (MathSciNet)
MR2642886

Zentralblatt MATH identifier
1205.60027

Subjects
Primary: 60D05: Geometric probability and stochastic geometry [See also 52A22, 53C65] 52A22: Random convex sets and integral geometry [See also 53C65, 60D05] 90C05: Linear programming

Keywords
Condition numbers covering processes geometric probability integral geometry linear programming

Citation

Bürgisser, Peter; Cucker, Felipe; Lotz, Martin. Coverage processes on spheres and condition numbers for linear programming. Ann. Probab. 38 (2010), no. 2, 570--604. doi:10.1214/09-AOP489. https://projecteuclid.org/euclid.aop/1268143527


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