Topological reconstruction of compact supports of dependent stationary random variables
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In this paper we extend results on reconstruction of probabilistic supports of random i.i.d variables to supports of dependent stationary ℝ^d-valued random variables. All supports are assumed to be compact of positive reach in Euclidean space. Our main results involve the study of the convergence in the Hausdorff sense of a cloud of stationary dependent random vectors to their common support. A novel topological reconstruction result is stated, and a number of illustrative examples are presented. The example of the Möbius Markov chain on the circle is treated at the end with simulations.
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