Convex hulls of samples from spherically symmetric distributions
Discrete Applied Mathematics
Modelling extremal events: for insurance and finance
Modelling extremal events: for insurance and finance
An Identity Relating Moments of Functionals of Convex Hulls
Discrete & Computational Geometry
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In this paper we consider the convex hull of a spherically symmetric sample in R^d. Our main contributions are some new asymptotic results for the expectation of the number of vertices, number of facets, area and the volume of the convex hull assuming that the marginal distributions are in the Gumbel max-domain of attraction. Further, we briefly discuss two other models assuming that the marginal distributions are regularly varying or O-regularly varying.