On the convex hull of symmetric stable processes
Probability
2010-04-12 v1
Abstract
Let alpha \in (1, 2] and X be an R^d-valued alpha-stable process with independent and symmetric components starting in 0. We consider the closure S_t of the path described by X on the interval [0, t] and its convex hull Z_t. The first result of this paper provides a formula for certain mean mixed volumes of Z_t and in particular for the expected first intrinsic volume of Z_t. The second result deals with the asymptotics of the expected volume of the stable sausage Z_t+B (where B is an arbitrary convex body with interior points) as t \to 0.
Keywords
Cite
@article{arxiv.1004.1534,
title = {On the convex hull of symmetric stable processes},
author = {Jürgen Kampf and Günter Last},
journal= {arXiv preprint arXiv:1004.1534},
year = {2010}
}
Comments
7 pages