On the asymptotic form of convex hulls of Gaussian random fields

Youri Davydov; Vygantas Paulauskas

Open Mathematics (2014)

  • Volume: 12, Issue: 5, page 711-720
  • ISSN: 2391-5455

Abstract

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We consider a centered Gaussian random field X = X t : t ∈ T with values in a Banach space 𝔹 defined on a parametric set T equal to ℝm or ℤm. It is supposed that the distribution of X t is independent of t. We consider the asymptotic behavior of closed convex hulls W n = convX t : t ∈ T n, where (T n) is an increasing sequence of subsets of T. We show that under some conditions of weak dependence for the random field under consideration and some sequence (b n)n≥1 with probability 1, (in the sense of Hausdorff distance), where the limit set is the concentration ellipsoid of . The asymptotic behavior of the mathematical expectations Ef(W n), where f is some function, is also studied.

How to cite

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Youri Davydov, and Vygantas Paulauskas. "On the asymptotic form of convex hulls of Gaussian random fields." Open Mathematics 12.5 (2014): 711-720. <http://eudml.org/doc/269078>.

@article{YouriDavydov2014,
abstract = {We consider a centered Gaussian random field X = X t : t ∈ T with values in a Banach space \[\mathbb \{B\}\] defined on a parametric set T equal to ℝm or ℤm. It is supposed that the distribution of X t is independent of t. We consider the asymptotic behavior of closed convex hulls W n = convX t : t ∈ T n, where (T n) is an increasing sequence of subsets of T. We show that under some conditions of weak dependence for the random field under consideration and some sequence (b n)n≥1 with probability 1, (in the sense of Hausdorff distance), where the limit set is the concentration ellipsoid of . The asymptotic behavior of the mathematical expectations Ef(W n), where f is some function, is also studied.},
author = {Youri Davydov, Vygantas Paulauskas},
journal = {Open Mathematics},
keywords = {Gaussian processes and fields; Convex hull; Limit behavior; convex hull; limit behavior},
language = {eng},
number = {5},
pages = {711-720},
title = {On the asymptotic form of convex hulls of Gaussian random fields},
url = {http://eudml.org/doc/269078},
volume = {12},
year = {2014},
}

TY - JOUR
AU - Youri Davydov
AU - Vygantas Paulauskas
TI - On the asymptotic form of convex hulls of Gaussian random fields
JO - Open Mathematics
PY - 2014
VL - 12
IS - 5
SP - 711
EP - 720
AB - We consider a centered Gaussian random field X = X t : t ∈ T with values in a Banach space \[\mathbb {B}\] defined on a parametric set T equal to ℝm or ℤm. It is supposed that the distribution of X t is independent of t. We consider the asymptotic behavior of closed convex hulls W n = convX t : t ∈ T n, where (T n) is an increasing sequence of subsets of T. We show that under some conditions of weak dependence for the random field under consideration and some sequence (b n)n≥1 with probability 1, (in the sense of Hausdorff distance), where the limit set is the concentration ellipsoid of . The asymptotic behavior of the mathematical expectations Ef(W n), where f is some function, is also studied.
LA - eng
KW - Gaussian processes and fields; Convex hull; Limit behavior; convex hull; limit behavior
UR - http://eudml.org/doc/269078
ER -

References

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  8. [8] Ledoux M., Talagrand M., Probability in Banach Spaces, Classics Math., Springer, Berlin, 1991 Zbl0748.60004
  9. [9] Majumdar S.N., Comtet A., Randon-Furling J., Random convex hulls and extreme value statistics, J. Stat. Phys., 2010, 138(6), 955–1009 http://dx.doi.org/10.1007/s10955-009-9905-z Zbl1188.82024
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  11. [11] Schneider R., Convex Bodies: the Brunn-Minkowski Theory, Encyclopedia Math. Appl., 44, Cambridge University Press, Cambridge, 1993 Zbl0798.52001
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