On the asymptotic form of convex hulls of Gaussian random fields |
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Authors: | Youri Davydov Vygantas Paulauskas |
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Affiliation: | 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
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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 ? m or ? m . It is supposed that the distribution of X t is independent of t. We consider the asymptotic behavior of closed convex hulls W n = conv{X 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. |
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