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 , having the same marginal distribution, is extended to the case when the sequence has a weak limit. Let be a separable Banach space with a conjugate space . Let be a centered -valued Gaussian sequence satisfying two conditions: 1) and 2) For every Then with probability 1 the normalized convex hulls converge in Hausdorff distance to the concentration ellipsoid of a limit Gaussian -valued random element 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}
}
Comments
12 pages