On the asymptotic of convex hulls of Gaussian fields

Publication date: 20 October 2012

Abstract: We consider a Gaussian field

X = X_{t}, t i n T

with values in a Banach space

B

defined on a parametric set

T

equal to

R^{m}

or

Z^{m} .

It is supposed that the distribution

c a l P

of

X_{t}

is independent of

t .

We consider the asymptotic behavior of closed convex hulls

W_n = conv {X_t, t in T_n}

where

(T_{n})

is an increasing sequence of subsets of

T

and we show that under some conditions of the weak dependence with probability 1

lim_{n ightarrow infty} frac{1}{b_n},W_n = {cal E}

(in the sense of Hausdorff distance), where the limit shape

c a l E

is the concentration ellipsoid of

c a l P .

The asymptotic behavior of the mathematical expectations

E f (W_{n}),

where

f

is an homogeneous function is also studied.

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