This paper deals with sufficient conditions on the distribution of the random variable $H$, in the model $X =\Pi_C(H)$, for the convex hull $\widehat C_N$ of $N$ independent copies of $X$ to be a consistent estimator of the convex body $C$ with a rate of convergence. The convergence of $\widehat C_N$ is established for the Hausdorff distance under a uniform condition on the distribution of $H$, but also in a pointwise sense under a less demanding condition. Some of these convergence results on $\widehat C_N$ are applied to the estimation of the time-dependent constraint set involved in a discrete-time Skorokhod problem.
翻译:本文研究了在模型 $X =\Pi_C(H)$ 中,关于随机变量 $H$ 分布的充分条件,使得由 $X$ 的 $N$ 个独立副本的凸包 $\widehat C_N$ 能够以一定的收敛速率成为凸体 $C$ 的一致估计量。在 $H$ 分布满足一致条件下,我们建立了 $\widehat C_N$ 关于 Hausdorff 距离的收敛性;同时,在要求较低的条件下,也证明了其逐点意义上的收敛。这些关于 $\widehat C_N$ 的收敛性结果被应用于估计离散时间 Skorokhod 问题中涉及的时变约束集。