English

Variance asymptotics and scaling limits for Gaussian Polytopes

Probability 2014-09-30 v2

Abstract

Let KnK_n be the convex hull of i.i.d. random variables distributed according to the standard normal distribution on Rd\R^d. We establish variance asymptotics as nn \to \infty for the re-scaled intrinsic volumes and kk-face functionals of KnK_n, k{0,1,...,d1}k \in \{0,1,...,d-1\}, 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 Rd1×R\R^{d-1} \times \R with intensity ehdhdve^h dh dv. The scaling limit of the boundary of KnK_n as nn \to \infty 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.

Keywords

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}
}
R2 v1 2026-06-22T03:20:23.148Z