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Zapiski Nauchnykh Seminarov POMI, 2022, Volume 510, Pages 225–247 (Mi znsl7204)  

Convex hulls of random vectors with regularly varying distribution

E. N. Simarova

Chebyshev Laboratory, St. Petersburg State University, Department of Mathematics and Mechanics
References:
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.
Funding agency Grant number
Russian Foundation for Basic Research 20-51-12004_ННИО_а
Gazprom Neft
Received: 16.09.2022
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Sim22}
\by E.~N.~Simarova
\paper Convex hulls of random vectors with regularly varying distribution
\inbook Probability and statistics. Part~32
\serial Zap. Nauchn. Sem. POMI
\yr 2022
\vol 510
\pages 225--247
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7204}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4503199}
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  • https://www.mathnet.ru/eng/znsl/v510/p225
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