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Balancing Gaussian vectors

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Abstract

Let x 1, ..., x n be independent normally distributed vectors on R d. We determine the distribution function of the minimum norm of the 2n vectors ±x 1 ± x 2 ... ± x n.

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Authors and Affiliations

  1. Department of Mathematics, Gorgia Institute of Technology, Atlanta, GA, 30332, USA

    Kevin P. Costello

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  1. Kevin P. Costello
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Correspondence to Kevin P. Costello.

Additional information

This research was supported by an NSF Graduate Research Fellowship and NSF grant DMS-0635607.

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Costello, K.P. Balancing Gaussian vectors. Isr. J. Math. 172, 145–156 (2009). https://doi.org/10.1007/s11856-009-0068-z

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  • DOI: https://doi.org/10.1007/s11856-009-0068-z

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