Related papers: A counter-example linked to Gaussian convex hulls
In this paper we show that if $(y_n)$ is a seminormalized sequence in a Banach space which does not have any weakly convergent subsequence, then it contains a wide-$(s)$ subsequence $(x_n)$ which admits an equivalent convex basic sequence.…
We prove the convergence of (solid) ellipsoids to a Gaussian space in Gromov's concentration/weak topology as the dimension diverges to infinity. This gives the first discovered example of an irreducible nontrivial convergent sequence in…
The convex hull of N independent random points chosen on the boundary of a simple polytope in R^n is investigated. Asymptotic formulas for the expected number of vertices and facets, and for the expectation of the volume difference are…
We define two non-linear operations with random (not necessarily closed) sets in Banach space: the conditional core and the conditional convex hull. While the first is sublinear, the second one is superlinear (in the reverse set inclusion…
We derive explicit formulae for the expected volume and the expected number of facets of the convex hull of several multidimensional Gaussian random walks in terms of the Gaussian persistence probabilities. Special cases include the already…
Let $1\leq p\leq q\leq\infty.$ Being motivated by the classical notions of limited, $p$-limited and coarse $p$-limited subsets of a Banach space, we introduce and study $(p,q)$-limited subsets and their equicontinuous versions and coarse…
We show that every Banach space containing isomorphic copies of $c_0$ can be equivalently renormed so that every nonempty relatively weakly open subset of its unit ball has diameter 2 and, however, its unit ball still contains convex…
We study the convergence properties of a collapsed Gibbs sampler for Bayesian vector autoregressions with predictors, or exogenous variables. The Markov chain generated by our algorithm is shown to be geometrically ergodic regardless of…
We have derived that on certain Banach spaces having a graph structure $G$, the iterations for asymptotically $G$-nonexpansive map will converge weakly towards a fixed point. This result unifies and extends several theorems on fixed points…
We study properties of convex hulls of (co)adjoint orbits of compact groups, with applications to invariant theory and tensor product decompositions. The notion of partial convex hulls is introduced and applied to define two numerical…
For a $d$-dimensional random vector $X$, let $p_{n, X}(\theta)$ be the probability that the convex hull of $n$ independent copies of $X$ contains a given point $\theta$. We provide several sharp inequalities regarding $p_{n, X}(\theta)$ and…
We study the expected volume of random polytopes generated by taking the convex hull of independent identically distributed points from a given distribution. We show that for log-concave distributions supported on convex bodies, we need at…
In usual diffusion, the concentration profile, starting from an initial distribution showing sharp features, first gets smooth and then converges to a Gaussian. By considering several examples, we show that the art of convergence to a…
In this paper we investigate the conformation statistics of a Gaussian chain embedded in a medium of finite size, in the presence of quenched random obstacles. The similarities and differences between the case of random obstacles and the…
The main results of the paper: {\bf (1)} The dual Banach space $X^*$ contains a linear subspace $A\subset X^*$ such that the set $A^{(1)}$ of all limits of weak$^*$ convergent bounded nets in $A$ is a proper norm-dense subset of $X^*$ if…
In this paper we study the statistical properties of convex hulls of $N$ random points in a plane chosen according to a given distribution. The points may be chosen independently or they may be correlated. After a non-exhaustive survey of…
For the perimeter length and the area of the convex hull of the first $n$ steps of a planar random walk, we study $n \to \infty$ mean and variance asymptotics and establish non-Gaussian distributional limits. Our results apply to random…
Chance constraints yield non-convex feasible regions in general. In particular, when the uncertain parameters are modeled by a Wasserstein ball, arXiv:1806.07418 and arXiv:1809.00210 showed that the distributionally robust (pessimistic)…
We prove the following results: (i) Every absolutely weakly compact set in a Banach lattice is absolutely weakly sequentially compact. (ii) The converse of (i) holds if $E$ is separable or $B_{E^{**}}$ is absolutely weak$^*$ compact. (iii)…
We study constrained selection sets of random closed sets defined on a non-atomic probability space. Given a random interval $Y=[y_L,y_U]$ and scalar constraints on the expectation or the median of admissible selections, we characterize the…