Iterated-logarithm laws for convex hulls of random walks with drift
Abstract
We establish laws of the iterated logarithm for intrinsic volumes of the convex hull of many-step, multidimensional random walks whose increments have two moments and a non-zero drift. Analogous results in the case of zero drift, where the scaling is different, were obtained by Khoshnevisan. Our starting point is a version of Strassen's functional law of the iterated logarithm for random walks with drift. For the special case of the area of a planar random walk with drift, we compute explicitly the constant in the iterated-logarithm law by solving an isoperimetric problem reminiscent of the classical Dido problem. For general intrinsic volumes and dimensions, our proof exploits a novel zero--one law for functionals of convex hulls of walks with drift, of some independent interest. As another application of our approach, we obtain iterated-logarithm laws for intrinsic volumes of the convex hull of the centre of mass (running average) process associated to the random walk.
Keywords
Cite
@article{arxiv.2307.10027,
title = {Iterated-logarithm laws for convex hulls of random walks with drift},
author = {Wojciech Cygan and Nikola Sandrić and Stjepan Šebek and Andrew Wade},
journal= {arXiv preprint arXiv:2307.10027},
year = {2024}
}
Comments
Accepted for publication in TAMS