Convex hull of a Brownian motion in confinement
Abstract
We study the effect of confinement on the mean perimeter of the convex hull of a planar Brownian motion, defined as the minimum convex polygon enclosing the trajectory. We use a minimal model where an infinite reflecting wall confines the walk to its one side. We show that the mean perimeter displays a surprising minimum with respect to the starting distance to the wall and exhibits a non-analyticity for small distances. In addition, the mean span of the trajectory in a fixed direction {}, which can be shown to yield the mean perimeter by integration over , presents these same two characteristics. This is in striking contrast with the one dimensional case, where the mean span is an increasing analytical function. The non-monotonicity in the 2D case originates from the competition between two antagonistic effects due to the presence of the wall: reduction of the space accessible to the Brownian motion and effective repulsion.
Cite
@article{arxiv.1412.2649,
title = {Convex hull of a Brownian motion in confinement},
author = {M. Chupeau and O. Bénichou and S. N. Majumdar},
journal= {arXiv preprint arXiv:1412.2649},
year = {2016}
}