A multivariate Gnedenko law of large numbers

DOI10.1214/12-AOP804zbMATH Open1293.60012arXiv1101.4887MaRDI QIDQ378786FDOQ378786

Daniel J. Fresen

Publication date: 12 November 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We show that the convex hull of a large i.i.d. sample from an absolutely continuous log-concave distribution approximates a predetermined convex body in the logarithmic Hausdorff distance and in the Banach-Mazur distance. For log-concave distributions that decay super-exponentially, we also have approximation in the Hausdorff distance. These results are multivariate versions of the Gnedenko law of large numbers, which guarantees concentration of the maximum and minimum in the one-dimensional case. We provide quantitative bounds in terms of the number of points and the dimension of the ambient space.

Full work available at URL: https://arxiv.org/abs/1101.4887

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zbMATH Keywords

Hausdorff metricBanach-Mazur distancelog-concave measurefloating bodymultivariate law of large numbersrandom polytope

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Limit theorems in probability theory (60F99) (n)-dimensional polytopes (52B11) Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

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Cited In (8)

• Convex bodies generated by sublinear expectations of random vectors
• Local continuity of log-concave projection, with applications to estimation under model misspecification
• Estimation of convex supports from noisy measurements
• Concentration of the empirical level sets of Tukey's halfspace depth
• Strong limit theorems for empirical halfspace depth trimmed regions
• Separation bodies: a conceptual dual to floating bodies
• The floating body and the hyperplane conjecture
• Halfspace depth and floating body

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