pith. sign in

arxiv: 1210.5590 · v1 · pith:HZM3ZVNYnew · submitted 2012-10-20 · 🧮 math.PR

On the asymptotic of convex hulls of Gaussian fields

classification 🧮 math.PR
keywords asymptoticbehaviorconsiderconvexgaussianhullsbanachclosed
0
0 comments X
read the original abstract

We consider a Gaussian field $X = \{X_t, t \in T\}$ with values in a Banach space $B$ defined on a parametric set $T$ equal to $R^m$ or $Z^m.$ It is supposed that the distribution $\cal P$ of $X_t$ is independent of $t.$ We consider the asymptotic behavior of closed convex hulls $$ W_n = \conv \{X_t, t \in T_n\} $$ where $(T_n)$ is an increasing sequence of subsets of $T$ and we show that under some conditions of the weak dependence with probability 1 $$ \lim_{n\rightarrow \infty} \frac{1}{b_n}\,W_n = {\cal E} $$ (in the sense of Hausdorff distance), where the limit shape ${\cal E}$ is the concentration ellipsoid of $\cal P.$ The asymptotic behavior of the mathematical expectations $Ef(W_n),$ where $f$ is an homogeneous function is also studied.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.