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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2022 Volume 510, Pages 87–97 (Mi znsl7195)

More on the convergence of Gaussian convex hulls

Yu. Davydovab, V. Paulauskasc

a Université de Lille, Laboratoire Paul Painlevé, 42 rue Paul Duez 59000 Lille - France
b Saint Petersburg state university, 7-9 Universitetskaya Embankment, St Petersburg, Russia
c Vilnius University, Department of Mathematics and Informatics, Naugarduko st. 24, LT-03225, Vilnius, Lithuania

Abstract: A “law of large numbers” for consecutive convex hulls for weakly dependent Gaussian sequences $\{X_n\}$, having the same marginal distribution, is extended to the case when the sequence $\{X_n\}$ has a weak limit. Let $\mathbb{B}$ be a separable Banach space with a conjugate space $\mathbb{B}^\ast$. Let $\{X_n\}$ be a centered $\mathbb{B}$-valued Gaussian sequence satisfying two conditions: 1) $X_n \Rightarrow X $ and 2) For every $x^* \in \mathbb{B}^\ast$
$$ \lim_ {n,m, |n-m|\rightarrow \infty}E\langle X_n, x^*\rangle \langle X_m, x^*\rangle = 0. $$
Then with probability $1$ the normalized convex hulls
$$ W_n = \frac{1}{(2\ln n)^{1/2}} \mathrm{conv} \{ X_1,\ldots,X_{n} \} $$
converge in Hausdorff distance to the concentration ellipsoid of a limit Gaussian $\mathbb{B}$-valued random element $X.$ In addition, some related questions are discussed.

Key words and phrases: Gaussian sequences, convex hull, limit behavior.

UDC: 519.2

Received: 25.07.2022

Language: English



© Steklov Math. Inst. of RAS, 2024