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Zapiski Nauchnykh Seminarov POMI, 2022, Volume 510, Pages 225–247
(Mi znsl7204)
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Convex hulls of random vectors with regularly varying distribution
E. N. Simarova Chebyshev Laboratory, St. Petersburg State University, Department of Mathematics and Mechanics
Abstract:
We express the property of a random vector to have a regularly varying distribution in terms of the weak convergence of the convex hull of its normalized independent copies to the convex hull of the Poisson point process.
Key words and phrases:
convex hull, vague convergence, regularly varying distribution, Poisson point process, weak convergence, random measure, extreme values.
Received: 16.09.2022
Citation:
E. N. Simarova, “Convex hulls of random vectors with regularly varying distribution”, Probability and statistics. Part 32, Zap. Nauchn. Sem. POMI, 510, POMI, St. Petersburg, 2022, 225–247
Linking options:
https://www.mathnet.ru/eng/znsl7204 https://www.mathnet.ru/eng/znsl/v510/p225
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Abstract page: | 55 | Full-text PDF : | 20 | References: | 19 |
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