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Orthogonal projections of multidimensional ellipsoids – II – the surface of the projection is a lower dimensional ellipsoid

In this post series we look at orthogonal projections of an ellipsoid in a n-dimensional (Euclidean) space onto a (n-1)-dimensional subspace. The ellipsoid is a closed surface in the ℝn and has a dimensionality of (n-1). Orthogonal projection means that the target subspace is orthogonal to a line of projection (defined by a vector) which is the same for all… Read More »Orthogonal projections of multidimensional ellipsoids – II – the surface of the projection is a lower dimensional ellipsoid

orthogonal projections of ellipsoid

Orthogonal projections of multidimensional ellipsoids – I – points on the ellipsoid that give us the surface points of the projection

A reader of a parallel post-series on n-ellipsoids has asked me how I could know what the matrix for the quadratic form of the orthogonal projection of a (n-1) dimensional-ellipsoid onto a (n-1)-dimensional sub-space of the ℝn looks like. I had stated in previous posts that we can directly derive the elements of the matrix describing projections of ellipsoids or… Read More »Orthogonal projections of multidimensional ellipsoids – I – points on the ellipsoid that give us the surface points of the projection

3-dim projections of 4-dim MVN

n-dimensional spheres and ellipsoids – IV – numerical check of Rivin’s formula for the surface areas of ellipsoids in 3 dimensions and the perimeters of ellipses

In the third post of this series we have discussed an idea of I. Rivin (see [1], [2]). Rivin has shown that the surface area of a general (n-1)-dimensional ellipsoid in a n-dimensional Euclidean space can be expressed in terms of an expectation value of a specific function weighted by a multivariate Gaussian probability density [pdf]. In contrast to (n-1)-spheres… Read More »n-dimensional spheres and ellipsoids – IV – numerical check of Rivin’s formula for the surface areas of ellipsoids in 3 dimensions and the perimeters of ellipses

n-dimensional spheres and ellipsoids – III – Surface area of n-dimensional ellipsoid and its relation to MVN-statistics

In the 2nd post of this series we have derived an explicit formula for the volume of a n-dimensional ellipsoid (in an Euclidean space). One reason for the relatively simple derivation was that the determinant of the generating linear transformation could be taken in front of the volume integral. Unfortunately, an analogue sequence of steps is not possible for an… Read More »n-dimensional spheres and ellipsoids – III – Surface area of n-dimensional ellipsoid and its relation to MVN-statistics