Minimax of an n-dimensional Brownian motion
Probability
2015-04-09 v1
Abstract
For some absolute constants , and any , we show that with probability close to one the convex hull of the -dimensional Brownian motion does not contain the origin. The result can be interpreted as an estimate of the minimax of the Gaussian process .
Keywords
Cite
@article{arxiv.1504.01778,
title = {Minimax of an n-dimensional Brownian motion},
author = {Konstantin Tikhomirov and Pierre Youssef},
journal= {arXiv preprint arXiv:1504.01778},
year = {2015}
}