A multivariate Gnedenko law of large numbers

Authors
Citation
Fresen, Daniel, A multivariate Gnedenko law of large numbers, Annals of probability , 41(5), 2013, pp. 3051-3080
Journal title
ISSN journal
00911798
Volume
41
Issue
5
Year of publication
2013
Pages
3051 - 3080
Database
ACNP
SICI code
Abstract
We show that the convex hull of a large i.i.d. sample from an absolutely continuous log-concave distribution approximates a predetermined convex body in the logarithmic Hausdorff distance and in the Banach.Mazur distance. For log-concave distributions that decay super-exponentially, we also have approximation in the Hausdorff distance. These results are multivariate versions of the Gnedenko law of large numbers, which guarantees concentration of the maximum and minimum in the one-dimensional case. We provide quantitative bounds in terms of the number of points and the dimension of the ambient space.