A Simple Integral Representation for the Second Moments of Additive Random Variables on Stochastic Polyhedra
- Let \(a_1, i:=1,\dots,m\), be an i.i.d. sequence taking values in \(\mathbb{R}^n\), whose convex hull is interpreted as a stochastic polyhedron \(P\). For a special class of random variables, which decompose additively relative to their boundary simplices, eg. the volume of \(P\), simple integral representations of its first two moments are given in case of rotationally symmetric distributions in order to facilitate estimations of variances or to quantify large deviations from the mean.