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Here is a set of 200 points approximately randomly distributed in a circle of radius 10:

The blue line gives their convex hull

Here is their Delaunay triangulation.

Here is the voronoi diagram. The problem is that some voronoi cells go to infinity (these are not colored and their edges are not shown, correspond to the points in the white areas. The black lines show the Delaunay Triangulation, and the blue line the convex hull.

Here is the bounded Voronoi. It is constructed by wrapping a set of artificial points around the convex hull, with average diameter equal to the average length of a delaunay edge, and computing the Voronoi diagram of the resulting extended set, and then throwing away the artificial cells.