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More on the convergence of Gaussian convex hulls

Probability 2020-05-13 v1

Abstract

A "law of large numbers" for consecutive convex hulls for weakly dependent Gaussian sequences {Xn}\{X_n\}, having the same marginal distribution, is extended to the case when the sequence {Xn}\{X_n\} has a weak limit. Let B\mathbb{B} be a separable Banach space with a conjugate space B\mathbb{B}^\ast. Let {Xn}\{X_n\} be a centered B\mathbb{B}-valued Gaussian sequence satisfying two conditions: 1) XnX    X_n \Rightarrow X\;\; and 2) For every xBx^* \in \mathbb{B}^\ast limn,m,nmEXn,xXm,x    =    0. \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 Wn=1(2lnn)1/2conv{X1,,Xn} W_n = \frac{1}{(2\ln n)^{1/2}}\,{\rm conv} \{\,X_1,\ldots,X_{n}\,\} converge in Hausdorff distance to the concentration ellipsoid of a limit Gaussian B\mathbb{B}-valued random element X.X. In addition, some related questions are discussed.

Keywords

Cite

@article{arxiv.2005.05935,
  title  = {More on the convergence of Gaussian convex hulls},
  author = {Youri Davydov and Vygantas Paulauskas},
  journal= {arXiv preprint arXiv:2005.05935},
  year   = {2020}
}

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12 pages