Variance asymptotics and scaling limits for Gaussian Polytopes
Probability
2014-09-30 v2
Abstract
Let be the convex hull of i.i.d. random variables distributed according to the standard normal distribution on . We establish variance asymptotics as for the re-scaled intrinsic volumes and -face functionals of , , resolving an open problem. Variance asymptotics are given in terms of functionals of germ-grain models having parabolic grains with apices at a Poisson point process on with intensity . The scaling limit of the boundary of as converges to a festoon of parabolic surfaces, coinciding with that featuring in the geometric construction of the zero viscosity solution to Burgers' equation with random input.
Cite
@article{arxiv.1403.1010,
title = {Variance asymptotics and scaling limits for Gaussian Polytopes},
author = {Pierre Calka and J. E. Yukich},
journal= {arXiv preprint arXiv:1403.1010},
year = {2014}
}