Convex hulls of several multidimensional Gaussian random walks
Probability
2020-12-25 v2 Statistical Mechanics
Metric Geometry
Abstract
We derive explicit formulae for the expected volume and the expected number of facets of the convex hull of several multidimensional Gaussian random walks in terms of the Gaussian persistence probabilities. Special cases include the already known results about the convex hull of a single Gaussian random walk and the -dimensional Gaussian polytope with or without the origin.
Cite
@article{arxiv.2007.02768,
title = {Convex hulls of several multidimensional Gaussian random walks},
author = {Julien Randon-Furling and Dmitry Zaporozhets},
journal= {arXiv preprint arXiv:2007.02768},
year = {2020}
}