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.