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On the asymptotic form of convex hulls of Gaussian random fields
Authors:Youri Davydov  Vygantas Paulauskas
Institution:1. Laboratoire Paul Painlevé, Cité Scientifique, Université Lille 1, Batiment M2, 59655, Villeneuve d’Ascq, France
2. Department of Mathematics and Informatics, Vilnius University, Naugarduko St. 24, 03225, Vilnius, Lithuania
3. Institute of Mathematics and Informatics, Vilnius University, Akademijos St. 4, 08663, Vilnius, Lithuania
Abstract:We consider a centered Gaussian random field X = {X t : tT} with values in a Banach space $\mathbb{B}$ defined on a parametric set T equal to ? m or ? m . It is supposed that the distribution  src= of X t is independent of t. We consider the asymptotic behavior of closed convex hulls W n = conv{X t : tT 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,  src= (in the sense of Hausdorff distance), where the limit set  src= is the concentration ellipsoid of  src= . The asymptotic behavior of the mathematical expectations Ef(W n ), where f is some function, is also studied.
Keywords:
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