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We study random convex cones defned as positive hulls of $d$-dimensional random walks and bridges. We compute expectations of various geometric functionals of these cones such as the number of $k$-dimensional faces and the sums of conic…

Probability · Mathematics 2022-01-31 Thomas Godland , Zakhar Kabluchko

Let $\xi_1,\xi_2,\ldots$ be a sequence of independent copies of a random vector in $\mathbb R^d$ having an absolutely continuous distribution. Consider a random walk $S_i:=\xi_1+\cdots+\xi_i$, and let…

Probability · Mathematics 2022-05-24 Zakhar Kabluchko , Alexander Marynych

Let $S_k$ be a random walk in $R^d$ such that its distribution of increments does not assign mass to hyperplanes. We study the probability $p_n$ that the convex hull $conv (S_1, \ldots , S_n)$ of the first $n$ steps of the walk does not…

Probability · Mathematics 2017-08-02 Vladislav Vysotsky , Dmitry Zaporozhets

We derive explicit formulae for the expected volume and the expected number of facets of the convex hull of several multidimensional Gaussian random walks in terms of the Gaussian persistence probabilities. Special cases include the already…

Probability · Mathematics 2020-12-25 Julien Randon-Furling , Dmitry Zaporozhets

The distribution of the hypervolume $V$ and surface $\partial V$ of convex hulls of (multiple) random walks in higher dimensions are determined numerically, especially containing probabilities far smaller than $P = 10^{-1000}$ to estimate…

Statistical Mechanics · Physics 2017-12-06 Hendrik Schawe , Alexander K. Hartmann , Satya N. Majumdar

In this paper we present several results on the expected complexity of a convex hull of $n$ points chosen uniformly and independently from a convex shape. (i) We show that the expected number of vertices of the convex hull of $n$ points,…

Computational Geometry · Computer Science 2011-11-24 Sariel Har-Peled

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 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

Facets of the convex hull of $n$ independent random vectors chosen uniformly at random from the unit sphere in $\mathbb{R}^d$ are studied. A particular focus is given on the height of the facets as well as the expected number of facets as…

Probability · Mathematics 2019-08-13 Gilles Bonnet , Eliza O'Reilly

A global picture of a random particle movement is given by the convex hull of the visited points. We obtained numerically the probability distributions of the volume and surface of the convex hulls of a selection of three types of…

Statistical Mechanics · Physics 2018-07-04 Hendrik Schawe , Alexander K. Hartmann , Satya N. Majumdar

This paper studies the convex hull of $d$-dimensional samples i.i.d. generated from spherically symmetric distributions. Specifically, we derive a complete integration formula for the expected facet number of the convex hull. This formula…

Probability · Mathematics 2024-02-16 Feng Zhao , Xinyi Tong , Shao-Lun Huang

Consider a random walk $S_i= \xi_1+\ldots+\xi_i$, $i\in\mathbb N$, whose increments $\xi_1,\xi_2,\ldots$ are independent identically distributed random vectors in $\mathbb R^d$ such that $\xi_1$ has the same law as $-\xi_1$ and $\mathbb…

Probability · Mathematics 2017-08-22 Zakhar Kabluchko , Vladislav Vysotsky , Dmitry Zaporozhets

The convex hull of N independent random points chosen on the boundary of a simple polytope in R^n is investigated. Asymptotic formulas for the expected number of vertices and facets, and for the expectation of the volume difference are…

Probability · Mathematics 2022-01-11 M. Reitzner , C. Schuett , E. M. Werner

Let $X_1,\ldots,X_n$ be independent random points that are distributed according to a probability measure on $\mathbb{R}^d$ and let $P_n$ be the random convex hull generated by $X_1,\ldots,X_n$ ($n\geq d+1$). Natural classes of probability…

Metric Geometry · Mathematics 2017-11-06 Gilles Bonnet , Julian Grote , Daniel Temesvari , Christoph Thaele , Nicola Turchi , Florian Wespi

Consider two half-spaces $H_1^+$ and $H_2^+$ in $\mathbb{R}^{d+1}$ whose bounding hyperplanes $H_1$ and $H_2$ are orthogonal and pass through the origin. The intersection $\mathbb{S}_{2,+}^d:=\mathbb{S}^d\cap H_1^+\cap H_2^+$ is a spherical…

For two families of random polytopes we compute explicitly the expected sums of the conic intrinsic volumes and the Grassmann angles at all faces of any given dimension of the polytope under consideration. As special cases, we compute the…

Probability · Mathematics 2020-07-16 Thomas Godland , Zakhar Kabluchko , Dmitry Zaporozhets

We study random polytopes of the form $[X_1,\ldots,X_n]$ defined as convex hulls of independent and identically distributed random points $X_1,\ldots,X_n$ in $\mathbb{R}^d$ with one of the following densities: $$ f_{d,\beta} (x) =…

Probability · Mathematics 2020-02-04 Zakhar Kabluchko , Christoph Thaele , Dmitry Zaporozhets

Pick $d+1$ points uniformly at random on the unit sphere in $\mathbb R^d$. What is the expected value of the angle sum of the simplex spanned by these points? Choose $n$ points uniformly at random in the $d$-dimensional ball. What is the…

Probability · Mathematics 2020-03-04 Zakhar Kabluchko

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

The random beta polytope is defined as the convex hull of $n$ independent random points with the density proportional to $(1-\|x\|^2)^\beta$ on the $d$-dimensional unit ball, where $\beta>-1$ is a parameter. Similarly, the random beta'…

Probability · Mathematics 2021-07-15 Zakhar Kabluchko
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