Compact convex sets of the plane and probability theory

Marckert, Jean-François; Renault, David

ESAIM: Probability and Statistics, Tome 18 (2014), pp. 854-880.

The Gauss-Minkowski correspondence in ℝ² states the existence of a homeomorphism between the probability measures μ on [0,2π] such that ${\int }_0^{2\pi }{\mathrm{e}}^{ix}\mathrm{d}\mu \left(x\right)=0$ ∫ 0 2 π e ix d μ ( x ) = 0 and the compact convex sets (CCS) of the plane with perimeter 1. In this article, we bring out explicit formulas relating the border of a CCS to its probability measure. As a consequence, we show that some natural operations on CCS - for example, the Minkowski sum - have natural translations in terms of probability measure operations, and reciprocally, the convolution of measures translates into a new notion of convolution of CCS. Additionally, we give a proof that a polygonal curve associated with a sample of n random variables (satisfying ${\int }_0^{2\pi }{\mathrm{e}}^{ix}\mathrm{d}\mu \left(x\right)=0$ ∫ 0 2 π e ix d μ ( x ) = 0 ) converges to a CCS associated with μ at speed √n, a result much similar to the convergence of the empirical process in statistics. Finally, we employ this correspondence to present models of smooth random CCS and simulations.

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