How Big Is That Cookie? The Integral Geometric Approach To Geometrical Quantities
How Big Is That Cookie? The Integral Geometric Approach To Geometrical Quantities
Advisor:
Oliver Knill
1
Acknowledgements
First, I would like to thank my family, especially my younger brother, for always
being supportive of me and cheering me on during difficult times. To my parents,
I am proud to say that I have learnt a tremendous amount through my years in
school, and for that I have to thank you for your love and the environment you
created for me.
Next, I would like to thank my advisor, Oliver Knill, for introducing me to this
topic that I had no prior exposure to but turned out to be an elegant and fascinating
area of study. I thank him for all his patience in advising me and infecting me with
all the enthusiasm he has for mathematics.
I have had the greatest fortune of being taught through the years by some of
the most dedicated and amazing teachers, be it from Harvard or Raffles. I am
delighted to have learnt a great deal of mathematics from Sarah Koch, Dennis
Gaitsgory, Curtis McMullen, Jacob Lurie, Alex Perry, Junecue Suh, Melody Chan,
Sukhada Fadnavis, Siu Cheong Lau, Mark Kisin, and Shlomo Sternberg. I would
also like to thank Joe Blitzstein and David Morin for some of the most amazing
courses I have taken at Harvard.
Finally, I would like to thank my most precious friends who always stand by me
- Zhang Wei, An, Chris, Diana and Dan. Each of you have a unique sense of humor
that never fails to cheer me up, and all of you have inspired me with your outlooks
about life. I would also like to thank Bang for helping me with the figures, and
numerous friends who offered to look over this thesis, especially Jeremy.
2
Contents
Acknowledgements 1
1. Introduction 3
1.1. Buffon and the Lens of Probability 3
1.2. Bertrand and Caution with Probability 5
1.3. Integral Geometry 8
1.4. Outline of Thesis 9
2. Invariant Measures 10
2.1. Theory of Lie Groups and Homogeneous Spaces 10
2.2. Grassmannians 13
2.3. k-planes 14
2.4. Example - Buffon’s Needle Problem in Rn 15
3. Notions of Size 18
3.1. “Reasonable” notion of size 18
3.2. Intrinsic Volumes 20
3.3. Hadwiger’s Theorem 22
3.4. Steiner’s formula 23
4. Lengths on Manifolds 29
4.1. From Needles to Noodles 30
4.2. Extension to Manifolds 30
5. Total Curvature Measures 34
5.1. Weyl’s Tube Formula 34
5.2. Local Steiner’s Formula 35
5.3. V -measures and Integral Geometry 37
6. Recent Developments 41
References 43
1. Introduction
There is no royal road to geometry.
– Euclid of Alexandria
In the 3rd Century BC, Euclid wrote one of the most influential textbooks of
all time – The Elements. In the treatise, Euclid revolutionized geometry by in-
troducing an axiomatic approach. In the two millennia that have since passed,
geometrical concepts like length, area and volume continue to be of relevance to
the human mind but have been subjected to much higher levels of abstraction and
complexity in order to meet the standards of modern mathematics. For example,
the definition of surface area can only be made for certain subsets of R3 , such as a
smooth surface, and may involve technical machineries such as parametrization and
working with integration of forms. Other geometrical concepts such as curvature
are only given rigorous definitions on a relatively recent timescale using the ab-
stract setting of manifold theory and differential geometry, and also involve highly
technical formulations.
Following the wise words of Euclid, one might gain new insights by exploring an
alternative road to understanding some of these geometrical quantities, especially
in light of the high level of abstractions and technicalities involved in the definitions.
1.1. Buffon and the Lens of Probability. In 1733, the French mathematician
Comte de Buffon first made the connection between probability theory and geom-
etry with his famous Needle Problem (problem 1.1.1), opening the possibility of
using a different approach to understanding geometry – using probability. Here is a
quick recap of the problem and his solution published 4 years later, which will also
make concrete what is meant by a possible probabilistic approach to understanding
geometry.
Problem 1.1.1. (Buffon’s Needle Problem) Let the xy-plane be ruled with parallel
lines of 1 unit apart – for concreteness, take the system of lines of the form y = m
where m ∈ Z. Drop a needle (i.e. line segment with endpoints) of length l randomly
onto the plane. What is the probability that the needle will cross at least one of the
lines? For the purpose of this discussion, we shall only consider the case 0 < l < 1,
so that the needle can only cross at most one of the lines.
In formulating the problem, one needs to be mathematically precise about what
is meant by dropping the needle randomly onto the plane. To do this, note that it
is sufficient to describe the position of the needle by a, the vertical distance between
the centre of needle to the closest line, and θ, the acute angle formed by the needle
and the vertical direction. We shall reasonably choose these random variables to
independently follow a uniform distribution, specifically:
a ∼ Unif [0, 1/2] and θ ∼ Unif [0, π/2]
4
1
l
aθ cos θ
2
a l
θ cos θ
1 2
Figure 1.1.
Solution. A simple geometric analysis (figure 1.1) shows that the needle crosses a
line if and only if
l
a ≤ cos θ
2
The probability that our random variables satisfy the above inequality is given by
Z π2 Z 2l cos θ
4 2l
da dθ =
0 0 π π
This solves the Buffon’s Needle Problem (at least for 0 < l < 1).
1Note that this result holds even if our needle does not have one or both its endpoints included.
2The careful reader would worry about what happens at the gluing points between two short
needle pieces, since they appear to be counted twice. However, by the previous footnote, we can
ensure that each point of a long needle is only counted once by disregarding, where necessary, one
or more endpoints of our short needle pieces.
5
3Before we can apply the result E [X ] = 2l /π, we have to show that the position of the ith
i i
piece has been placed in accordance to the (a, θ) distribution described above. Technically we
only know this for the entire needle, but it is straightforward to see that this implies the same for
the ith piece.
6
θ
a
y
φ
Figure 1.2.
l
2
a
l
|cos θ| y
2
Figure 1.3.
is pointing along the x-direction with its middle at the origin, then by the same
projection argument a needle of length l < 1 crosses a plane if and only if
l
a ≤ sin θ|cos φ|
2
The probability that our random variables satisfy the above inequality is given by
Z 2π Z π Z 2l sin θ|cos φ|
1 1 4l
2· · da dθ dφ = 2
0 0 0 π 2π π
This time, we have E [X] = 4l/π 2 6= 2l/π.
In summary, the probability measure that was imposed failed to give any relation
between E [X] and l, beause E [X] also depends on other parameters of the needle
(e.g. its direction). There is actually a linear relation if we restrict the needles to
always be lying along a certain direction in space, but this is a silly restriction. If
only the probability measure is somehow compatible with rotation, then a single
relation holding for needles along one direction will also hold for all needles in
general. This motivates the following definition.
Definition 1.2.1. Suppose T is a set equipped with a group action by G. For a
subset S ⊆ T and an element g ∈ G, we write gS := {gt | t ∈ S}. The measure µ
of a measure space (T, Σ, µ) is said to be G-invariant (or simply invariant) if for
all S ∈ Σ, we have gS ∈ Σ and µ (S) = µ (gS).
8
The set T containing all possible systems of planes is equipped with the action
by the Euclidean group E(3). The preceding discussion motivates why any measure
we consider imposing on T should preferably be E(3)-invariant (and Σ should be
fine enough so that X : T → R ∪ {±∞} is a random variable4, i.e. measurable5).
Specifically, if for a particular fixed needle we find E [X] to be of a certain value,
then we can subject the needle to any Euclidean motion and its length is not
going to change under Euclidean motion, so E [X] had better be unchanged if we
want a relation between E [X] and l. Choosing a E(3)-invariant measure on T
will guarantee this. Of course, the relation may not be linear, but it is a relation
nonetheless. We will finish up this discussion of the Buffon’s Needle Problem once
we have more tools (example 2.4.1).
1.3. Integral Geometry. In the late 1930s, Wilhelm Blaschke published a series
of papers under the project “integral geometry”. His idea was to investigate, as
we have tried above, whether expectations of random variables could be used for
calculating and understanding geometrical quantities like length, area or curvature.
Morgan Crofton, in the late 1800s, actually preceded this effort with the discovery of
many simple relations of this flavor. However, his work and even simply the idea of
using probability to study geometrical quantities, which went by the umbrella title
“geometric probability”, came under great threat of being completely discredited
after the paradox of Bertrand attacked Crofton’s loose treatment of randomness.
With no unified or consistent approach to value one definition of randomness over
another, the theory appears highly arbitrary as to when a definition will lead to a
relation. It was Poincaré who, in 1896, kept the idea alive by suggesting that the
only definitions of randomness worth considering be limited to measures that are
invariant under any symmetry group which the interested geometrical quantity is
known to be invariant under. He coined the term “kinematic density” for what is
more commonly called an invariant measure today.
Having been revived by the rebranding of Blaschke, the field has made notewor-
thy progress in the past half a century. The most important is probably establishing
the use of homogeneous space theory as a unified approach to obtain the measure
of interest, a work done by two of Blaschke’s students, André Weil and Shiing-Shen
Chern. Integral geometry offers itself as an interesting alternative tool to study ge-
ometrical problems (for example, Milnor [Mil50, 3.1] used this to study curvature of
knots), but is also used today in stochastic geometry [SW08], computational model-
ing (for example, tomography) [KW03] and even made an appearance in statistical
physics [Mec98].
The name “integral geometry” deserves a brief comment. The goal of the field is
to link geometry with expectation of random variables, which is actually an integral
of the random variable as a measurable function over the probability space, hence
the name. In some cases, it is neater to not limit ourselves to probability spaces.
Throughout, we will abuse terminology and also use the term “expectation” of a
measurable function to denote its integral over the measure space.
4We considered the extended real numbers because the needle could very well lie in one of the
planes, in which case the number of intersections is ∞. We might be tempted to disregard this
situation by saying that it occurs with zero measure, but recall that we have yet to define our
measure on T , so the phrase ”zero measure” makes no sense.
5
The Borel σ-algebra of the extended real numbers consists of all sets S for which S ∩ R is a
Borel set in the usual sense.
9
1.4. Outline of Thesis. Integral geometry is a rich field with its tentacles span-
ning into many areas of mathematics. This thesis will choose to focus on how
expectations can be used to define reasonable notions of geometric sizes. For ex-
ample, the “surface area” of a solid in R3 might be considered a reasonable notion
of size. However, we remarked earlier that a formal definition by conventional
methods only assigns surface area to certain subsets of space and involves certain
technical machineries to set-up fully. Using the idea of expectations, we will – in
a single breath – cleanly define an entire collection of notions of geometric size,
one of which will be reminiscence of surface area (we will, for example, realize that
there is agreement for convex polyhedrons), defined even for some subsets of R3 for
which the conventional approach does not ascribe a surface area. A theorem due
to Hadwiger will tell us why the single breath we took was enough to understand
all reasonable notions of geometric sizes. This discussion will be done in chapter 3
and is the center point of the thesis.
Chapter 2 carries out the preparatory work of establishing certain invariant
measures that we will need. In particular, for 0 ≤ k ≤ n, the Grassmannian
Gr(n, k) := {k dimensional subspaces of Rn } is acted upon by the orthogonal
group O(n) and the set of all k-planes Aff(n, k) is acted upon by the Euclidean
group E(n); we will need invariant measures for both. To do this, we will use the
theory of homogeneous spaces and treat O(n) and E(n) as Lie groups.
Chapters 4 and 5 are bonus sections where we extend particular ideas presented
in chapter 3. Treatment in these two chapters is designed to give a flavor of the
power of integral geometry beyond this thesis.
In chapter 4, we present some original ideas and pursue the thread of using
integral geometry to define the notion of length, but extended to curves on arbitrary
smooth manifolds. The chapter will allow us to better appreciate how integral
geometry can be used as the starting point for prescribing geometries, assigning
distance functions to a smooth manifold with no presupposed geometry.
In chapter 5, we discuss how the integral geometric framework can also encom-
pass the different geometrical notion of curvature.
2. Invariant Measures
In these days the angel of topology and the devil of abstract algebra fight
for the soul of every individual discipline of mathematics.
– Hermann Weyl
As we have seen, one of the key prerequisites to integral geometry is the study
of invariant measures. In this chapter, we recap some of the main takeaways from
the theory of homogeneous spaces that will be useful for integral geometry. In
particular, we will establish the existence of invariant measures for a wide class of
contexts that are frequently useful for practical applications in integral geometry.
We will also pay particular attention to the examples of Grassmannians and the
set of k-planes in Rn .
For this purpose, we will be needing some standard material from smooth man-
ifold theory, which we will be prepared to cite as long as it is discussed in [Lee12],
a standard textbook on the subject.
2.1. Theory of Lie Groups and Homogeneous Spaces. In definition 1.2.1, we
are under the most general context where there is simply a set T equipped with
a group action by G. In most applications, G can have an additional structure of
a Lie group, which will turn out to be a huge resource. Recall that a Lie group
G is a group whose elements are also points of a smooth manifold, such that the
group operation (g, h) 7→ gh and inversion map g 7→ g −1 are both smooth. There
are two examples of Lie groups that will be relevant to our purpose. They are
the orthogonal group O(n), which is the set of n × n real matrices A satisfying
AT A = AAT = I, and the Euclidean group E(n), which is the symmetry group of
n-dimensional Euclidean space (i.e. in particular including the translation group
T (n) and O(n) as subgroups). For a proof that these are Lie groups, see [Lee12,
7.27] and [Lee12, 7.32].
Let us first study the situation of a Lie group G acting on by itself via left
multiplication and see if we can obtain an invariant Borel measure on G (in the
sense of definition 1.2.1). Note that here we chose the σ-algebra of the measure
space to be Σ = B(G), where the notation B(X) will be used to denote the Borel
σ-algebra of X whenever X is a topological space.
Indeed, we have the following useful starting point from smooth manifold theory.
Theorem 2.1.1. Every Lie group, which can always be endowed with a left-
invariant orientation, has a nowhere-vanishing positively-oriented left-invariant (con-
tinuous) n-form (where n = dim G). Moreover, all left-invariant n-forms are equal,
up to constant multiples.
Proof. See [Lee12, 16.10].
Theorem 2.1.2. Let G be a Lie group acting on itself by left multiplication. Then
there is a measure µ on (G, B(G)) such that µ is invariant.
11
Before proceeding with the proof, we need a few pieces of notation. We let Cc (G)
denote the space of continuous functions on G with compact support. If U is an
open set in G and f ∈ Cc (G), we use the notation
f ≺U
to mean 0 ≤ f ≤ 1 and supp(f ) ⊆ U . Also observe that if f ∈ Cc (G) and ω is
aR (continuous) n-form, then f ω is a compactly supported (continuous) n-form, so
G
f ω makes sense (after we chose an orientation for G).
Proof. Endow G with a left-invariant orientation and let ω denote a nowhere-
vanishing positively-oriented left-invariant (continuous) n-form.
Step 1: Let us first construct a candidate Borel measure. We define, for U ⊆ G
open, Z
µ0 (U ) := sup f ω | f ∈ Cc (G), f ≺ U
G
and for an arbitrary E ⊆ G, we define
µ∗ (E) := inf {µ0 (U ) | U ⊇ E, U open}
Observe that µ0 (U ) ≤ µ0 (V ) if U ⊆ V and so µ∗ (U ) = µ0 (U ) for U open. Let us
show that µ∗ is an outer measure. For that, we need this lemma.
S∞
Lemma: If U1 , U2 , . . . is a sequence of open sets and U := j=1 Uj , then
P∞
µ0 (U ) ≤ j=1 µ0 (Uj ).
Proof of Lemma: Let f ∈ Cc (G) be such that f ≺ U . By compactness of
SN SN
supp(f ), we can pick N such that supp(f ) ⊆ j=1 Uj . Since j=1 Uj is a smooth
manifold, by the Existence of Partitions of Unity theorem [Lee12, 2.23], we can find
SN PN
smooth functions g1 , . . . , gN : j=1 Uj → R such that gj ≺ Uj and j=1 gj ≡ 1 on
SN PN
j=1 Uj . Then f = j=1 f gj and f gj ≺ Uj , so
Z Xn Z n
X ∞
X
fω = f gj ω ≤ µ0 (Uj ) ≤ µ0 (Uj )
G j=1 G j=1 j=1
P∞
and therefore by definition of µ0 , we conclude that µ0 (U ) ≤ j=1 µ0 (Uj ).
As a consequence of the lemma and basic measure theory (e.g. [Fol99, 1.10]),
we learn that µ∗ is an outer measure. Now, we show that every open set is µ∗ -
measurable, that is, let U be open and we want to show that whenever E ⊆ X is
such that µ∗ (E) < ∞, we will have µ∗ (E) ≥ µ∗ (E ∩ U ) + µ∗ (E ∩ U c ). Fix > 0.
If RE happens to be open, then we can find f1 ∈ Cc (G) with f1 ≺ E ∩ U such
that G f1 ωR > µ0 (E ∩ U ) − , and similarly find f2 ∈ Cc (G) with f2 ≺ E − supp(f1 )
such that G f2 ω > µ0 (E − supp(f1 )) − . Note f1 + f2 ≺ E and so
Z
µ∗ (E) = µ0 (E) ≥ (f 1 + f2 ) ω > µ0 (E ∩ U ) + µ0 (E − supp(f1 )) − 2
G
= µ∗ (E ∩ U ) + µ∗ (E − supp(f1 )) − 2 ≥ µ∗ (E ∩ U ) + µ∗ (E ∩ U c ) − 2
For E not necessarily open, we find open V such that V ⊇ E and µ∗ (V ) = µ0 (V ) <
µ∗ (E) + . Then
µ∗ (E) + > µ∗ (V ) ≥ µ∗ (V ∩ U ) + µ∗ (V ∩ U c ) ≥ µ∗ (E ∩ U ) + µ∗ (E ∩ U c )
and so the desired inequality also holds.
12
Therefore, the collection of µ∗ -measurable sets will contain B(G), and we can
define µ := µ∗ |B(G) as a Borel measure.
Step 2: We check that µ is invariant. Let E ∈ B(G) and g ∈ G. Note that left
multiplication by g is a homeomorphism, so gE ∈ B(G). By definition,
µ (gE) = inf {µ0 (U ) | U ⊇ gE, U open} = inf {µ0 (gU ) | U ⊇ E, U open}
But
Z
µ0 (gU ) = sup f ω | f ∈ Cc (G), f ≺ gU
G
Z
∗
= sup f (Lg−1 ω) | f ∈ Cc (G), f ≺ U = µ0 (U )
G
where L∗g−1 denotes the pullback by the diffeomorphism Lg−1 that is left multi-
plication by g −1 , and where we used the left-invariance of ω in the last equality.
Therefore µ(gE) = µ(E) as desired.
As a step towards increasing generality, let G be a Lie group and H a closed
subgroup of G. The left coset space G/H can be equipped with a smooth manifold
structure such that the quotient map π : G → G/H is smooth [Lee12, 21.17]. Under
this structure, G/H can be acted on by G via
g1 g2 = g1 g2
and this action is smooth.
Proposition 2.1.3. There is an invariant Borel measure for G/H equipped with
the above action by G.
Proof. Equip G with the invariant Borel measure µ. G/H here is equipped with
the Borel σ-algebra. The map π : G → G/H is smooth, thus continuous, and hence
measurable. Therefore, the pushforward measure π∗ (µ) is a Borel measure on G/H.
It is invariant because for S ∈ B(G/H), we have gS ∈ B(G/H) because the action
of g on G/H is a homeomorphism, and
(π∗ (µ))(gS) = µ(π −1 (gS)) = µ(g(π −1 (S))) = µ(π −1 (S)) = (π∗ (µ))(S)
as desired.
The above consideration involving G/H is actually a lot more general than it
might first appear. A homogeneous G-space (or simply homogeneous space)
is a smooth manifold endowed with a transitive smooth action by the Lie group
G. Clearly, G/H is an example of a homogeneous G-space. The following theorem
tells us that in fact all homogeneous spaces look like this.
Theorem 2.1.4. Let G be a Lie group and M a homogeneous G-space. Pick any
point p ∈ M . Then the stabilizer of p, denoted Stab(p) is a closed subgroup of G
and the map F : G/Stab(p) → M defined by F (g) = gp is a diffeomorphism.
Proof. See [Lee12, 21.28].
Corollary 2.1.5. A homogeneous G-space can be equipped with an invariant Borel
measure.
Proof. Pick any p ∈ M and consider the pushforward of the invariant Borel measure
of G/Stab(p) using the map F as defined in theorem 2.1.4.
13
Finally, the following theorem is useful if we start with a set that might not yet
be equipped with a smooth manifold structure.
Theorem 2.1.6. Let T be a set, endowed with a transitive action by a Lie group
G such that for some p ∈ T , we know that the stabilizer subgroup Stab(p) is closed
in G. Then T can be made into a smooth manifold such that it is a homogeneous
G-space.
where A and D are orthogonal matrices of sizes k×k and (n−k)×(n−k) respectively.
We shall abuse notation and understand O(k) × O(n − k) as a specific subgroup of
O(n). The smooth manifold structure (which includes the topology) of Gr(n, k) is
then better understood as
O(n)
Gr(n, k) '
O(k) × O(n − k)
6We chose the symbol γ because “gamma” and “Grassmannians” both start with “g”. Likewise,
hopefully the symbol θ reminds one of angles and thus serves as a mnemonic for the measure on
O(n).
14
for any measurable function f (and i 7→ ei denotes the unique element of O(n)
that maps i to ei ).
From the above description of θn , we have γn,k (Gr(n, k)) = θn (O(n)) = 1, so
for each fixed n and k, Gr(n, k) is already a probability space. No normalization is
needed.
We will need the following lemma in the future.
Lemma 2.2.1. Let f be a measurable function on Gr(n, k). Then
Z Z
f (L) γn,k (dL) = f (L⊥ ) γn,n−k (dL)
Gr(n,k) Gr(n,n−k)
Proof. Pick any L0 ∈ Gr(n, k). For a subset A ⊆ Gr(n, k), we let A⊥ ⊆ Gr(n, n−k)
denote
A⊥ := L⊥ | L ∈ A
Observe that
γn,k (A) = θn ({g ∈ O(n) | gL0 ∈ A}) = θn ( g ∈ O(n) | gL⊥ ⊥
) = γn,n−k (A⊥ )
0 ∈A
from which the desired conclusion follows.
2.3. k-planes. A similar discussion can be made for Aff(n, k), the set of all k-
dimensional planes in Rn , acted upon transitively by E(n). Recall that E(n) can
be written as the semi-direct product T (n) o O(n), where T (n) is the translation
group and O(n) acts on T (n) ' Rn in the usual way (for a review of Lie group
structure under semi-direct products, see [Lee12, 7.32]). As a matrix group, E(n)
can be realized as matrices of the form
A11 . . . A1n b1
.. .. .. ..
.
. . .
An1 . . . Ann bn
0 ... 0 1
where A is an orthogonal matrix (standard basis chosen here) and b is a vector
(again, standard basis). Pick an element P0 ∈ Aff(n, k). Then Stab(P0 ) is some
copy of (T (k)×{e})o(O(k)×O(n−k)) inside E(n) which can be shown to be a closed
subgroup. For example, without loss of generality, suppose P0 = span(1 , . . . , k ).
Then Stab(P0 ) consists of matrices of the form
0
A 0 b
0 A00 0
0 0 1
where A0 is orthogonal of size k × k, A00 is orthogonal of size (n − k) × (n − k) and
b is a vector of length k. We will abuse notation and understand (T (k) × {e}) o
(O(k) × O(n − k)) as a subgroup of E(n). Then, as smooth manifolds,
E(n)
Aff(n, k) '
(T (k) × {e}) o (O(k) × O(n − k))
15
for any measurable function f . The inner integral ranges from 0 to 1 because
translating the system of hyperplanes along the normal direction will lead to the
7Again, “lambda” and “Lebesgue” both start with the same letter, as do “alpha” and “affine”.
16
same configuration every integer distance. Note that αen,n−1 is already normalized
to be a probability measure because take f (P ) ≡ 1 and we get
en,n−1 (T ) = λ1 ([0, 1]) · γn,n−1 (Gr(n, n − 1)) = 1
α
Let X : T → R ∪ {±∞} denote the number of intersections, which can be shown
to be a random variable, i.e. measurable. First assume 0 < l < 1. Then
Z
E [X] = X(P ) α
en,n−1 (dP )
T
Z Z 1
= X(L + y) λ1 (dy) γn,n−1 (dL)
Gr(n,n−1) 0
Now, the inner integral is simply the length of the needle after projected onto
L⊥ . Introducing the notation S|L to denote the orthogonal projection of a subset
S ⊆ Rn onto a linear subspace L, we want to compute
Z
length(needle|L⊥ ) γn,n−1 (dL)
Gr(n,n−1)
Z
= length(needle|L) γn,1 (dL)
Gr(n,1)
We are ready to see how expectations can be used to define reasonable notions
of size. Actually the Buffon’s Needle Problem of example 2.4.1 gave us a glimpse
of this idea – the length of a needle can be computed (up to scaling factor) as the
expectation of a random variable. However, the example is not very satisfactory
on two accounts: the length of a line segment is not a difficult concept to grapple
with, and we want to avoid having to search from scratch a random variable for
each reasonable notion of size that one can think of. Fortunately, this chapter will
explain how integral geometry provides an elegant and unified way to think about
all reasonable notions of size, many of which are difficult to grasp by classical
approaches.
As the Banach-Tarski paradox shows, attempting to assign sizes to every subset
of Rn is a tricky business. Our theory will focus only on Kn , the collection of
all compact convex subsets of Rn . This collection is wide enough to include some
examples of smooth manifold (or rather, the boundary of the subset is a smooth
manifold), polyhedrons, but also other less well-behaved examples. Yet, it is narrow
enough to produce an elegant theory. We shall also remark that once we completed
a discussion for Kn , it is possible to extend our size functions to the collection of
polyconvex sets (i.e. the collection consisting of finite unions of compact convex
sets) by a direct application of an extension theorem by Groemer. However, we will
not pursue this discussion here – a good reference on Groemer’s extension theorem
will be [KR97, Chapter2]. The collection of polyconvex sets practically covers all
geometrical objects one would deal with in real life8; even this ‘o’ is really a finite
union of convex pixels9. We merely wish to point out that the generality of this
theory, though limited to Kn , is not something to be underestimated.
3.1. “Reasonable” notion of size. A notion of size will be a map φ : Kn → R,
but we should not allow every possible such mapping. There will be some properties
we hope φ should satisfy before it will be convincing to call φ a notion of size. Below,
three such properties are described.
Definition 3.1.1. The map φ : Kn → R is said to be a valuation if φ(∅) = 0 and
φ(K ∪ L) = φ(K) + φ(L) − φ(K ∩ L)
whenever K, L ∈ K are such that K ∪ L ∈ Kn .
n
and for Vn,0 , we define Vn,0 (K) to be 1 whenever K non-empty and 0 otherwise.
A couple of remarks about the definition needs to be made. First, we handled
the Vn,0 case separately but if we wish, we could have thought about “orthogonal
projection” onto the origin and regard λ0 as the counting measure. Second, one
can see that K|L is indeed a compact subset of L and hence λk (K|L) makes sense
and is finite; moreover, one should technically check that λk (K|·) is a measurable
function, but here we will be content in saying that the Borel σ-algebra is fine
enough to handle the behavior of compact convex K in this aspect. Third, Vn,n
agrees with λn .
Proposition 3.2.2. The intrinsic volume functions are continuous invariant valu-
ations.
Proof. The claim is clearly true for Vn,0 , so let us ignore that case.
Invariance under E(n) follows from the O(n)-invariance of γn,k , the translational
invariance of λk in the subspace L, and the fact that translating K in the direction
orthogonal to L does not change K|L.
Next, we show continuity of Vn,k . Suppose K1 , K2 , . . . , K ∈ Kn are such that
Ki → K. Note that there is a sufficiently giant closed ball B that contains all of
K1 , K2 , . . . , K. For fixed L, it is easy to see from lemma 3.1.4 that (Ki |L) → (K|L).
Since λk is continuous, λk (Ki |L) → λk (K|L). Finally, observe that λk (Ki |L) ≤
λk (B|L) for all i and so we may apply the dominated convergence theorem to
conclude that
Z Z
Vn,k (Ki ) = λk (Ki |L) γn,k (dL) → λk (K|L) γn,k (dL) = Vn,k (K)
Gr(n,k) Gr(n,k)
Before proceeding with the proof, here is an obligatory remark that one should
technically check that Vn,0 (K ∩ ·) is a measurable function for the integral to make
sense, but we will again leave the issue aside.
Proof. We have
Z
χ(K ∩ P ) αn,n−k (dP )
Aff(n,n−k)
Z Z
= χ(K ∩ (L + y)) λk (dy) γn,n−k (dL)
Gr(n,n−k) L⊥
Actually, it is not difficult to see that Vn,0 , . . . , Vn,n are linearly independent. A
function φ : Kn → R is said to be homogeneous of degree i if φ(tK) = ti φ(K) where
tK := {tx | x ∈ K}. Since the k-dimensional Lebesgue measure is homogeneous of
degree k, it follows from the definition of the intrinsic volume functions that Vn,k
is homogeneous of degree k. If a0 , . . . , an are scalars such that
a0 Vn,0 + · · · + an Vn,n ≡ 0
then we simply evaluate the above expression on tBn and obtain
a0 Vn,0 (Bn )t0 + · · · + an Vn,n (Bn )tn = 0 for all t ≥ 0
which means the above polynomial in t is the zero polynomial. Since Vn,i (Bn ) 6= 0
for all i, we conclude that a0 = · · · = an = 0. Using a similar idea, we can deduce
the following corollary from theorem 3.3.1.
Corollary 3.3.2. If φ is a continuous invariant valuation that is homogeneous of
degree i, then it must be that φ = cVn,i for some real constant c.
Proof. By theorem 3.3.1, we can write φ = a0 Vn,0 + · · · + an Vn,n for some scalars
a0 , . . . , an . Evaluate both sides of the expression on tBn and conclude as above
that all the scalars are zero except possibly ai = φ(Bn )/Vn,i (Bn ).
Now, we are in a position to perform a normalization procedure that captures
the full meaning of the word “intrinsic” in the name “intrinsic volume”. Suppose
K ∈ Km . If n ≥ m, we may also consider Rm as a subset of Rn in the most natural
way and view K as an element of Kn . There is no guarantee that Vm,k (K) =
Vn,k (K). However, we can easily rescale our intrinsic volume functions to achieve
this desirable property, without affecting any of the theory that we have developed
thus far.
We proceed inductively. To prevent confusion, V will continue to denote the
intrinsic volumes as we have defined previously, and W will be used to denote the
rescaled versions of V . We want to define Wn,k for all n ≥ 1, 0 ≤ k ≤ n.
(1) For all n ≥ 1, we let Wn,0 = Vn,0 . Also set W1,1 = λ1 which is also V1,1 .
(2) Suppose Wn−1,k has been set for all 0 ≤ k ≤ n − 1. First set Wn,n = λn
which is also Vn,n . Next, consider a fixed 1 ≤ k ≤ n − 1 and we want
to define Wn,k . If K ∈ Kn−1 , then we can consider it as an element of
Kn and compute Vn,k (K). Thus Vn,k induces a k-homogeneous continuous
invariant valuation on Kn−1 . By corollary 3.3.2, we can write this induced
map as cVn−1,k for some c 6= 0, which is also of the form c0 Wn−1,k for some
c0 6= 0. Set Wn,k = c10 Vn,k .
By construction, Wn,k has the desired property that Wm,k (K) = Wn,k (K) when-
ever n ≥ m and K ∈ Km (and the bonus property that Wn,n coincides with
Lebesgue measure). We will call the Wn,k the rescaled intrinsic volume func-
tions. Now the intrinsic volumes of K are indeed “intrinsic” to K itself, in the
sense that it does not depend on the dimension of the ambient space.
3.4. Steiner’s formula. We now consider a formula due to Steiner that will give
an alternative interpretation of the intrinsic volume functions. For example, we will
see (up to scaling factors) how W2,1 can be thought of as the perimeter function, of
how W3,2 can be thought of as the surface area function, generalized to all compact
convex subsets. The correct scaling factor can be easily obtained by performing
computation on say B n and is an unimportant detail theoretically.
24
ε ε
ε ε
ε ε
Figure 3.1.
ε
ε
ε
Figure 3.2.
To begin the investigation, we will first obtain the formula for λn (P+ ) for P a
polytope.
Definition 3.4.1. A polytope in Rn is a bounded non-empty subset which can be
represented as the intersection of finitely many closed halfspaces.
Note that a polytope is necessarily in Kn (and it can very well be a “lower-
dimensional” object - because two closed halfspaces can intersect to give a hyper-
plane and further intersections after that will give a “lower-dimensional” polytope).
In fact, the following proposition suggests why it might be useful to first study the
collection Pn of polytopes.
Proposition 3.4.2. Under the Hausdorff metric, Pn is a dense subset of Kn .
Proof. Fix K ∈ Kn and > 0. We wish to show the existence of P ∈ Pn for which
δ(P, K) ≤ . For each point k ∈ K, we consider the open ball ballk () centered at
k of radius . Then [
ballk ()
k∈K
is an S
open cover of K. By compactness of K, there exists k1 , . . . , kw such that
w
K ⊆ i=1 ballki (). Set P to be the convex hull of k1 , . . . , kw . Then P ∈ Pn and
because K is convex, we have P ⊆ K ⊆ K+ . By construction of P , we have
K ⊆ P+ . Therefore by lemma 3.1.4, we have δ(P, K) ≤ .
Recall that a supporting hyperplane of P ∈ Pn is a hyperplane H such that
H ∩ P 6= ∅ and P lies entirely in one of the two closed halfspaces defined by H.
In fact, H ∩ P is again a polytope and is called an k-face if its dimension is k
(0 ≤ k ≤ n − 1). We also consider P to be a n-face of itself. For 0 ≤ k ≤ n, we
let Fk be theSncollection of all k-faces of P and denote the collection of all faces of
P by F := k=0 Fk . For a face F ∈ F, we define its relative interior relint(F )
to be all elements of F that do not belong to any face of strictly lower dimension.
Observe that P can be written as the disjoint union
a
P = relint(F )
F ∈F
In fact, we can decompose the fattened P+ into a disjoint union as well. From
theory of Hilbert space, to each point x ∈ Rn , we can associate a unique closest
point in P ; let proj : Rn → Rn denote this map (the image will be in P ). By the
partition above, we end up with a partition of Rn depending on where proj(x) lies.
Thus we may write
a
P+ = (P+ ∩ proj−1 (relint(F )))
F ∈F
Now we have to find a way to compute the size of each piece. For 0 ≤ k ≤ n − 1
and F ∈ Fk we define the normal cone of F , denoted N (F ), as follows: pick any
x ∈ relint(F ), and consider the closed convex cone consisting of the zero vector and
all (not necessarily unit) outer normal vectors of supporting hyperplanes at x. It
is easy to check that this definition does not depend on the choice of x. Finally, we
observe that
λn (P+ ∩ proj−1 (relint(F )))
= λn−k (N (F ) ∩ B n ) · λk (F )
= n−k · λn−k (N (F ) ∩ B n ) · λk (F )
26
and of course for the separate case k = n, we have λn (P+ ∩ proj−1 (relint(P ))) =
λn (P ).
Therefore, if we set, for 0 ≤ k ≤ n − 1,
X
(3.1) W̃n,k (P ) := λn−k (N (F ) ∩ Bn ) · λk (F )
F ∈Fk
Proof. First, observe that for any polytope P ∈ Pn , we have the following system
of linear expressions from theorem 3.4.3:
λn (P+1 ) 1 1 ... 1 W̃n,0 (P )
λn (P+2 ) 2n 2n−1 . . . 1 W̃n,1 (P )
= ..
.. .. .. . ..
. ..
. . . .
λn (P+n ) nn nn−1 . . . 1 W̃n,n (P )
Inverting the Vandermonde matrix, we can express
n
X
W̃n,k (P ) = ckj · λn (P+j )
j=0
where ckj are entries of the inverted matrix. Now for any K ∈ Kn , we simply define
n
X
(3.2) W̃n,k (K) := ckj · λn (K+j )
j=0
We already noted that λn is continuous on Kn (example 3.1.8), but in fact for a fixed
≥ 0, the mapping K 7→ λn (K+ ) is continuous as well, since it is the composition
of continuous maps11 K 7→ K+ 7→ λn (K+ ). Therefore, the W̃n,k , defined by
equation (3.2), are continuous. Since we have Steiner’s formula for polytopes and
P is dense in K (proposition 3.4.3), we conclude that Steiner’s formula holds for
each K ∈ Kn by choosing a sequence of polytopes converging to K.
From the definition by equation (3.2), we see that W̃n,k is invariant under E(n),
and we already saw that it is continuous. In fact, W̃n,k is a valuation. This follows
directly from our previous observation that λn is a valuation (example 3.1.8) and
the following lemma (lemma 3.4.5), because from the lemma we know
n
X
W̃n,k (K ∪ L) = ckj · λn ((K ∪ L)+j )
j=0
Xn
= ckj · λn (K+j ∪ L+j )
j=0
Xn n
X n
X
= ckj · λn (K+j ) + ckj · λn (L+j ) − ckj · λn (K+j ∩ L+j )
j=0 j=0 j=0
Xn Xn Xn
= ckj · λn (K+j ) + ckj · λn (L+j ) − ckj · λn ((K ∩ L)+j )
j=0 j=0 j=0
where γ ranges over all curves with endpoints p and q. It is a theorem that dg turns
M into a metric space whose metric topology coincides with the manifold topology
(for example, see [Lee12, 13.29]).
Although every smooth manifold M admits a Riemannian metric (see [Lee12,
13.3]), the idea is we want to start with just M alone and see if integral geometry
can be used to define length of curves on M . For example, in Rn , integral geometry
allowed us to reproduce the length of line segments and we have good intuitive
reason to believe that Crofton’s idea of looking at intersection with hyperplanes
will allow us to reproduce length of curves (proposition 4.1.1) - and indeed Crofton
himself proved this in R2 . Once we have length of curves on M , we can talk about
distances between points of M . This is a powerful alternative way to introduce
geometry (in a loose sense of the word) on M , rather than seeking for a Riemannian
metric. Note that this distance function might have nothing to do with the smooth
manifold topology of M .
The goal of this chapter is to lay the beginnings of this idea that is original to this
thesis. We will see how definitions of curve length permissible by our application
30
Figure 4.1.
of integral geometry include those obtainable by some Riemannian metric, but also
much more.
4.1. From Needles to Noodles. Before plunging into a general smooth mani-
fold M , let us first convince ourselves that a direct extension of Crofton’s formula
(proposition 3.2.4) from line segments to curves can be done. Intuitively, it says
that the length of a curve is proportional to the expected number of intersections
with randomly chosen hyperplanes (figure 4.1).
Proposition 4.1.1. (Crofton’s formula for curves) Fix n ≥ 1. For any curve γ, we
have Z
length(γ) = cn Nγ (P ) αn,n−1 (dP )
Aff(n,n−1)
where cn is a constant and Nγ : P → R ∪ {±∞} maps P to the number of inter-
sections between P and Im(γ).
Of course one should check that Nγ (·) is a measurable function. We will also
present a sketched proof rather than derail ourselves by fiddling with the details of
taking the limit.
Proof. (Sketch) We already have this result for γ a line segment. A key property
of Nγ that will give us the general result is additivity, namely, if γ : [a, b] → Rn is a
curve and a < z < b, then we can define γ1 := γ|[a,z] and γ2 := γ|[z,b] , and we have
N γ = N γ1 + N γ2
almost everywhere (there is some complication of double counting at the point
γ1 (z) = γ2 (z), hence the “almost everywhere”). Using additivity, we thus have the
result for γ a piecewise linear curve. Finally, a curve can be well-approximated by
a sequence of piecewise linear curves, from which the result follows.
4.2. Extension to Manifolds. Let M be a smooth manifold and γ : [a, b] → M
be a curve. Our first goal is to find a way to define the length of γ using inspiration
from integral geometry. We would want to define the length as the expected number
of intersections with random choices of “planes”, and one way we can do this is to
use level sets of smooth functions on M .
31
and we use the product (Borel) measure. The level curves are precisely hyperplanes.
There is a technical subtlety that Crofton’s formula for curves uses the notion of
Nγ in definition 4.2.1, but in this setting it can be shown that for any curve the
two definitions differ on hyperplanes that make up zero measure.
The following is a generalization of the above example, and show that our integral
geometric framework is no less general than what Riemannian geometry has to offer.
Proposition 4.2.6. For every Riemannian manifold (M, g), there is a measure
space (Ω, Σ, µ) of smooth functions on M such that length of curves are equal
under Lg and Lµ .
Proof. By the Nash embedding theorem, we may isometrically embed M into some
Rn . A curve in M is then a curve in Rn . We take the same (Ω, Σ, µ) as in example
4.2.5, except that the functions x 7→ x · n + a are restricted to M . (Figure 4.2 shows
how the level curves get induced on the embedded copy of M by the hyperplanes
of Rn .) Then Lg and Lµ are equal up to a scaling factor. Simply rescale µ so that
Lg = Lµ .
Figure 4.2.
33
In this section, we return to the Euclidean set-up of chapter 3 but leave behind
geometrical notions of size like length and surface area, to give a glimpse of how
integral geometry is a framework that encompasses many other geometrical ideas,
in particular curvature. With regards to curvature, Thomas Banchoff presented
an application of integral geometry that can be found in [Ban67] and [Ban70].
However, this chapter will focus on a different approach that is a direct extension
of the ideas from chapter 3.
The key will again be Steiner’s formula, or rather, a variant of it called the local
Steiner’s formula. We previously saw how the intrinsic volume functions showed up
as the coefficients of the Steiner polynomial, and we were able to interpret directly
some of these coefficients for “sufficiently nice” elements of Kn (e.g. polygons, poly-
hedrons). In turn, this gives us an interpretation of the intrinsic volume functions,
linking their integral geometric definitions with classical terms. We will similarly be
able to interpret the coefficients of the local Steiner polynomial and watch integral
geometric definitions show up as these coefficients.
5.1. Weyl’s Tube Formula. The best way to motivate the approach of this chap-
ter is to realize that the Weyl’s tube formula from differential geometry has a
strikingly similar form to Steiner’s formula. In loose terms, this formula considers
the thickening of hypersurfaces and how the resulting volume is a function of the
amount of thickening. We will present this formula in a slightly different form from
how it is usually stated – a form that is more suggestive of how we should later
extend Steiner’s formula.
For this entire chapter, let n ≥ 2. Recall that for a non-empty compact convex
subset K ∈ Kn , every point x ∈ Rn is associated with a unique closest point in K,
and we write proj : Rn → Rn for this map (the image will be in K). For A ∈ B(Rn )
and ≥ 0, we define the A-restricted -fattening of K as
K+,A := {x ∈ K+ | proj(x) ∈ A}
For example, K+0,A = K ∩ A and K+,∂K = K+ . The first order of business is to
ensure that we can talk about the volume of these objects.
Proposition 5.1.1. For a fixed K ∈ Kn and ≥ 0, K+,A is n-Lebesgue measur-
able for every A ∈ B(Rn ). In fact, the function λn (K+,· ) : B(Rn ) → R is a finite
Borel measure (note the · in the subscript of the function λn (K+,· ), which is where
the argument is).
35
Proof. Observe that the map proj : Rn → Rn is continuous and thus (Lebesgue-
Borel) measurable. Therefore,
K+,A = K+ ∩ proj−1 (A)
is Lebesgue measurable. For the second part of the proposition, observe that the
induced subset σ-algebra of K+ ⊆ Rn is precisely the set of Lebesgue measur-
able subset of Rn contained in K+ (because K+ is itself Lebesgue measurable).
Therefore, it makes sense to talk about the Lebesgue measure induced on K+ .
Now, proj|K+ is (Lebesgue-Borel) measurable and observe that λn (K+,· ) is the
pushforward measure under this map.
We say that a K ∈ Kn is of class C26=0 if K has non-empty interior and its
boundary ∂K is a C2 -manifold with all of its principal curvatures12 at each point
being non-zero.
Theorem 5.1.2. (Weyl’s tube formula) There are some constants cn,k (which we
will not care about), such that for any K ∈ Kn of class C26=0 and A an open subset13
of Rn ,
n−1
X Z
λn (K+,A \K) = n−k · cn,k Hn,n−1−k dS
k=0 A∩∂K
th
where Hn,k is the k elementrary symmetric function of the n − 1 principal curva-
tures.
Proof. See, for example, [Sch14, (2.63)].
Let us make a quick comment about why one would care about the functions
Φn,k (K, ·) : {open subsets of Rn } → R defined by
Z
Φn,k (K, A) := Hn,k dS
A∩∂K
Note that if n = 3 and k = 2, then H3,2 is the usual Gaussian curvature and
Φ3,2 (K, ·) is the usual total curvature function. Thus, we may think of Φn,k (K, ·)
as a generalized sort of total curvature function. Most of these functions do not
have a name, just like how V3,1 on polyhedrons do not have a name. However, these
functions collectively give a more complete description of the curvature behavior of
∂K.
5.2. Local Steiner’s Formula. The polynomial form of Weyl’s tube formula could
not have been more suggestive that one should study, for a general K ∈ Kn , how
λn (K+,A ) behaves as a function of . For a fixed K and a fixed Borel A, the answer
will again be a polynomial of degree ≤ n, but this time the coefficients are functions
of K and A.
Before proceeding, there is an important property about the measures λn (K+,· )
that needs to be recorded as a lemma for future use. The result is intuitive but the
proof will take us too far afield that we shall be content with providing a reference.
If M is a metric space and Σ its Borel σ-algebra, recall that a sequence of its finite
12Principal curvatures refer to the eigenvalues of the Weingarten map (which is the differential
of the Gauss map).
13We chose openness rather than Borel because an open subset intersecting ∂K is an open
submanifold of ∂K for which the surface integral will make sense.
36
be enough material for another thesis. Our main goal is to give a glimpse of how
integral geometry can be connected to curvature. To focus on the key integral
geometric ideas, we would simply mention the details that need to be checked and
refer interested readers to [Sch14], an extensive monograph on compact convex
bodies.
Recall that in chapter 3, the function Vn,0 is essentially an indicator of whether
the set is empty or not. Crofton’s formula (proposition 3.2.4) then define the other
functions Vn,1 , . . . , Vn,n in terms of some expectation involving Vn,0 . Motivated by
the study of the local Steiner’s formula, we now define the V -measure Vn,0 to care
only about points of ∂K ∩ A as follows.
Definition 5.3.1. Let K ∈ Kn , A ∈ B(Rn ). Let N (K, A) ⊆ Rn be the set
consisting of the zero vector and all (not necessarily unit) outer normal vectors of
K at points of ∂K ∩ A. Define
λn (N (K, A) ∩ B n )
Vn,0 (K, A) :=
λn (B n )
where λn (B n ) is just a normalization factor. For this definition to make sense, one
should verify that N (K, A) ∩ B n is always n-Lebesgue measurable. One can also
check that Vn,0 (K, ·) satisfies the axioms of a measure.
Note that for non-empty K ∈ Kn , the set of all its outer unit normal vectors,
when varied across its entire boundary, is S n−1 . Thus, Vn,0 (K, Rn ) = 1 = Vn,0 (K)
for non-empty K. Intuitively, Vn,0 (K, A) is now the “fraction” of ∂K that also lies
in A, judged by looking at the set of outer unit normal vectors of ∂K ∩ A as a
fraction of the set of outer unit normal vectors of ∂K. For some motivation on why
such a quantity might be related to curvature, think of how a patch with high total
curvature will have unit normal vectors that sweep through a larger proportion of
S n−1 .
Figure 5.1.
39
This is true even if P is a “lower dimensional” polytope. One can think of the
contributions to Vn,0 (P, ·) as being concentrated at the vertices of P , with the
contribution being effected if and only if the vertex is in A. Later when we show the
link between Vn,0 and total curvature, one can think of all the “Gaussian curvature”
of P being solely concentrated at the vertices.
Here is the integral geometric definition of the other V -measures.
Definition 5.3.3. (Local Crofton formula) For 1 ≤ k ≤ n, define
Z
Vn,k (K, A) := Vn,0 (K ∩ P, A) αn,n−k (dP )
Aff(n,n−k)
As usual, one has to check that Vn,0 (K ∩ ·, A) is a measurable function. One can
also check that Vn,k (K, ·) satisfies the axioms of a measure.
Note that
Z
Vn,k (K, Rn ) = Vn,0 (K ∩ P ) αn,n−k (dP ) = Vn,k (K)
Aff(n,n−k)
Intuitively, Vn,k (K) previously counts each intersection with a plane “fully”, but
Vn,k (K, A) counts only a “fraction” of every intersection, by looking at the “frac-
tion” of ∂(K ∩ P ) that also lies in A, via the use of Vn,0 . Note that Vn,n (P, A) =
λn (K ∩ A).
Example 5.3.4. For the case of K being a polytope P , it turns out that
X λn−k (N (F ) ∩ B n )
Vn,k (P, A) = cn,k · λk (F ∩ A)
λn−k (B n−k )
F ∈Fk (P )
plane
Figure 5.2.
considering invariance under E (n), one only considers invariance under the transla-
tion group T (n). The study of expectations under this setting leads to translative
integral geometry. This subject is treated in [AF14, 1.1].
43
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