On convex hull of Gaussian samples

被引:0
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作者
Youri Davydov
机构
[1] University of Lille 1,
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关键词
Gaussian process; Gaussian sample; convex hull; limit theorem; 60F15; 60G15; 60G70;
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摘要
Let Xi = {Xi(t), t ∈ T} be i.i.d. copies of a centered Gaussian process X = {X(t), t ∈ T} with values in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$ {\mathbb{R}^d} $\end{document} defined on a separable metric space T. It is supposed that X is bounded. We consider the asymptotic behavior of convex hulls \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {W_n} = {\text{conv}}\left\{ {{X_1}(t), \ldots, {X_n}(t),\,\,t \in T} \right\} $$\end{document}and show that, with probability 1, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \mathop {{\lim }}\limits_{n \to \infty } \frac{1}{{\sqrt {{2\ln n}} }}{W_n} = W $$\end{document}(in the sense of Hausdorff distance), where the limit shape W is defined by the covariance structure of X: W = conv{Kt, t ∈ T}, Kt being the concentration ellipsoid of X(t). We also study the asymptotic behavior of the mathematical expectations Ef(Wn), where f is an homogeneous functional.
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页码:171 / 179
页数:8
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