We consider a centered Gaussian random field X = {X t: t ∈ T} with values in a Banach space B defined on a parametric set T equal to ℝm or ℤm. It is supposed that the distribution P of X t is independent of t. We consider the asymptotic behavior of closed convex hulls W n = conv{X t: t ∈ T n}, where (T n) is an increasing sequence of subsets of T. We show that under some conditions of weak dependence for the random field under consideration and some sequence (b n)n≥1 with probability 1, (Formula presented.) (in the sense of Hausdorff distance), where the limit set [InlineMediaObject not available: see fulltext.] is the concentration ellipsoid of P. The asymptotic behavior of the mathematical expectations Ef(W n), where f is some function, is also studied.

Original languageEnglish
Pages (from-to)711-720
Number of pages10
JournalCentral European Journal of Mathematics
Volume12
Issue number5
DOIs
StatePublished - May 2014

    Scopus subject areas

  • Mathematics(all)

    Research areas

  • Convex hull, Gaussian processes and fields, Limit behavior

ID: 73459914