Variance asymptotics and scaling limits for Gaussian polytopes

被引:14
作者
Calka, Pierre [1 ]
Yukich, J. E. [2 ]
机构
[1] Univ Rouen, Lab Math Raphael Salem, F-76801 St Etienne, France
[2] Lehigh Univ, Dept Math, Bethlehem, PA 18015 USA
关键词
Random polytopes; Parabolic germ-grain models; Convex hulls of Gaussian samples; Poisson point processes; Burgers' equation; CONVEX HULLS; POINTS; THEOREMS;
D O I
10.1007/s00440-014-0592-6
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let K-n be the convex hull of i.i.d. random variables distributed according to the standard normal distribution on . We establish variance asymptotics as for the re-scaled intrinsic volumes and -face functionals of , , resolving an open problem (Weil and Wieacker, Handbook of Convex Geometry, vol. B, pp. 1391-1438. North-Holland/Elsevier, Amsterdam, 1993). Variance asymptotics are given in terms of functionals of germ-grain models having parabolic grains with apices at a Poisson point process on with intensity . The scaling limit of the boundary of as 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.
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页码:259 / 301
页数:43
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