Asymptotic behavior of the convex hull of a stationary Gaussian process

DOI10.1007/S10986-012-9179-ZzbMATH Open1260.60052OpenAlexW2050041791MaRDI QIDQ1936263FDOQ1936263

Authors: Youri Davydov, Clément Dombry 

Publication date: 21 February 2013

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-012-9179-z

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zbMATH Keywords

Gaussian processesconvex hullstationary processeslimit theoremlimit shape

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Cites Work

• Extremes and related properties of random sequences and processes
• Régularité de processus gaussiens
• Continuity of Gaussian Processes
• On convex hull of Gaussian samples
• Maxima of stationary Gaussian processes

Cited In (4)

• Enveloppes convexes des processus gaussiens. (Convex envelopes of Gaussian processes)
• On the asymptotic form of convex hulls of Gaussian random fields
• More on the convergence of Gaussian convex hulls
• On convex hull of Gaussian samples

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