  Let $X_i = {X_i(t), t \in T}$ be i.i.d. copies of a centered Gaussian process
$X = {X(t), t \in T}$ with values in $\mathbb{R}^d$ defined on a separable
metric space $T.$ It is supposed that $X$ is bounded. We consider the
asymptotic behaviour of convex hulls $$ W_n = \conv\ {X_1(t), X_n(t), t \in
T}$$ and show that with probability 1 $$ \lim_{n\to \infty} \frac{1}{\sqrt{2\ln
n}} W_n = W $$ (in the sense of Hausdorff distance), where the limit shape $W$
is defined by the covariance structure of $X$: $W = \conv {}\{K_t, t\in T},
K_t$ being the concentration ellipsoid of $X(t).$ The asymptotic behavior of
the mathematical expectations $Ef(W_n)$, where $f$ is an homogeneous functional
is also studied.
