The mean perimeter of some random plane convex sets generated by a Brownian motion
Probability
2009-05-15 v1
Abstract
If is the convex hull of the curve of the standard Brownian motion in the complex plane watched from 0 to 1, we consider the convex hulls of and several rotations of it and we compute the mean of the length of their perimeter by elementary calculations.
Cite
@article{arxiv.0905.2256,
title = {The mean perimeter of some random plane convex sets generated by a Brownian motion},
author = {Philippe Biane Gérard Letac},
journal= {arXiv preprint arXiv:0905.2256},
year = {2009}
}