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In this article we study the convex hull spanned by the union of trajectories of a standard planar Brownian motion, and an independent standard planar Brownian bridge. We find exact values of the expectation of perimeter and area of such a…

Probability · Mathematics 2024-06-14 Stjepan Šebek

We compute exactly the mean perimeter and the mean area of the convex hull of a $2$-d Brownian motion of duration $t$ and diffusion constant $D$, in the presence of resetting to the origin at a constant rate $r$. We show that for any $t$,…

Statistical Mechanics · Physics 2021-02-23 Satya N. Majumdar , Francesco Mori , Hendrik Schawe , Gregory Schehr

We relate the expected hyperbolic length of the perimeter of the convex hull of the trajectory of Brownian motion in the hyperbolic plane to an expectation of a certain exponential functional of a one-dimensional real-valued Brownian…

Probability · Mathematics 2025-02-24 Chinmoy Bhattacharjee , Rik Versendaal , Andrew Wade

We study various properties of the convex hull of a planar Brownian motion, defined as the minimum convex polygon enclosing the trajectory, in the presence of an infinite reflecting wall. Recently, in a Rapid Communication [Phys. Rev. E…

Statistical Mechanics · Physics 2015-09-02 M. Chupeau , O. Bénichou , S. N. Majumdar

We establish bounds on expected values of various geometric quantities that describe the size of the convex hull spanned by a path of the standard planar Brownian motion. Expected values of the perimeter and the area of the Brownian convex…

Probability · Mathematics 2024-10-14 Wojciech Cygan , Hugo Panzo , Stjepan Šebek

We establish an exact formula for the average number of edges appearing on the boundary of the global convex hull of n independent Brownian paths in the plane. This requires the introduction of a counting criterion which amounts to "cutting…

Statistical Mechanics · Physics 2012-12-10 Julien Randon-Furling

We study the convex hull of planar Brownian motion run until the exit time from the unit disk. Our primary objective is to compute the expected perimeter of this convex hull, thereby complementing recent results on the convex hull of…

Probability · Mathematics 2026-05-05 Hugo Panzo , Stjepan Šebek

We study the effect of confinement on the mean perimeter of the convex hull of a planar Brownian motion, defined as the minimum convex polygon enclosing the trajectory. We use a minimal model where an infinite reflecting wall confines the…

Statistical Mechanics · Physics 2016-02-18 M. Chupeau , O. Bénichou , S. N. Majumdar

We compute exactly the mean perimeter and area of the convex hull of N independent planar Brownian paths each of duration T, both for open and closed paths. We show that the mean perimeter < L_N > = \alpha_N, \sqrt{T} and the mean area…

Statistical Mechanics · Physics 2015-05-13 Julien Randon-Furling , Satya N. Majumdar , Alain Comtet

We investigate the geometric properties of the convex hull over $n$ successive positions of a planar random walk, with a symmetric continuous jump distribution. We derive the large $n$ asymptotic behavior of the mean perimeter. In addition,…

Statistical Mechanics · Physics 2020-01-03 Denis S. Grebenkov , Yann Lanoiselée , Satya N. Majumdar

In this paper we study the statistical properties of convex hulls of $N$ random points in a plane chosen according to a given distribution. The points may be chosen independently or they may be correlated. After a non-exhaustive survey of…

Statistical Mechanics · Physics 2010-03-31 Satya N. Majumdar , Alain Comtet , Julien Randon-Furling

We study the convex hull of the set of points visited by a two-dimensional random walker of T discrete time steps. Two natural observables that characterize the convex hull in two dimensions are its perimeter L and area A. While the mean…

Statistical Mechanics · Physics 2015-06-11 Gunnar Claussen , Alexander K. Hartmann , Satya N. Majumdar

We study the convex hull of the first $n$ steps of a planar random walk, and present large-$n$ asymptotic results on its perimeter length $L_n$, diameter $D_n$, and shape. In the case where the walk has a non-zero mean drift, we show that…

Probability · Mathematics 2018-12-27 James McRedmond , Andrew R. Wade

We study the random metric space called the Brownian plane, which is closely related to the Brownian map and is conjectured to be the universal scaling limit of many discrete random lattices such as the uniform infinite planar…

Probability · Mathematics 2014-09-16 Nicolas Curien , Jean-François Le Gall

Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected…

Probability · Mathematics 2007-06-13 Wouter Kager

Let K be the convex hull of the path of a standard brownian motion B(t) in R^n, taken at time 0 < t < 1. We derive formulas for the expected volume and surface area of K. Moreover, we show that in order to approximate K by a discrete…

Probability · Mathematics 2017-12-22 Ronen Eldan

We study the statistical properties of the convex hull of a planar run-and-tumble particle (RTP), also known as the "persistent random walk", where the particle/walker runs ballistically between tumble events at which it changes its…

Statistical Mechanics · Physics 2020-05-25 Alexander K Hartmann , Satya N Majumdar , Hendrik Schawe , Grégory Schehr

For the perimeter length and the area of the convex hull of the first $n$ steps of a planar random walk, we study $n \to \infty$ mean and variance asymptotics and establish non-Gaussian distributional limits. Our results apply to random…

Probability · Mathematics 2015-09-25 Andrew R. Wade , Chang Xu

We compute exactly the mean perimeter <L(T)> and the mean area <A(T)> of the convex hull of a random acceleration process of duration T in two dimensions. We use an exact mapping that relates, via Cauchy's formulae, the computation of the…

Statistical Mechanics · Physics 2012-06-22 Alexis Reymbaut , Satya N. Majumdar , Alberto Rosso

This paper calculates several useful statistical properties of the convex minorant process generated by random walk processes. In particular, we calculate the statistics of the longest segment in the convex minorant of a random walk of a…

Probability · Mathematics 2007-05-23 Toufic Suidan
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