Variance asymptotics and scaling limits for Gaussian Polytopes

preprint2014arXivOpen access

Abstract

Let KnK_n be the convex hull of i.i.d. random variables distributed according to the standard normal distribution on Rd\R^d. We establish variance asymptotics as n→∞n \to \infty for the re-scaled intrinsic volumes and kk-face functionals of KnK_n, k∈{0,1,...,d−1}k \in \{0,1,...,d-1\}, resolving an open problem. Variance asymptotics are given in terms of functionals of germ-grain models having parabolic grains with apices at a Poisson point process on Rd−1×R\R^{d-1} \times \R with intensity ehdhdve^h dh dv. The scaling limit of the boundary of KnK_n as n→∞n \to \infty 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.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.