Related papers: Iterated-logarithm laws for convex hulls of random…

We consider convex hulls of random walks whose steps belong to the domain of attraction of a stable law in $\mathbb{R}^d$. We prove convergence of the convex hull in the space of all convex and compact subsets of $\mathbb{R}^d$, equipped…

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…

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…

We prove large-time $L^2$ and distributional limit theorems for perimeter and diameter of the convex hull of $N$ trajectories of planar random walks whose increments have finite second moments. Earlier work considered $N \in \{1,2\}$ and…

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…

We survey some geometrical properties of trajectories of $d$-dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numbers and functional central limit theorem (Donsker's…

For the perimeter length $L_n$ and the area $A_n$ of the convex hull of the first $n$ steps of a planar random walk, this thesis study $n \to \infty$ mean and variance asymptotics and establish distributional limits. The results apply to…

Moderate deviation principles (MDPs) for random walks on covering graphs with groups of polynomial volume growth are discussed in a geometric point of view. They deal with any intermediate spatial scalings between those of laws of large…

We prove large deviations principles (LDPs) for the perimeter and the area of the convex hull of a planar random walk with finite Laplace transform of its increments. We give explicit upper and lower bounds for the rate function of the…

We derive laws of the iterated logarithm for random walks on random conductance models under the assumption that the random walks enjoy long time sub-Gaussian heat kernel estimates.

In this paper, we study the limiting behavior of the perimeter and diameter functionals of the convex hull spanned by the first $n$ steps of two planar random walks. As the main results, we obtain the strong law of large numbers and the…

We study the asymptotic behaviour of the most likely trajectories of a planar random walk that result in large deviations of the area of their convex hull. If the Laplace transform of the increments is finite on $R^2$, such a scaled limit…

Consider the random polytope, that is given by the convex hull of a Poisson point process on a smooth convex body in $\mathbb{R}^d$. We prove central limit theorems for continuous motion invariant valuations including the Will's functional…

Consider a Crump-Mode-Jagers process generated by an increasing random walk whose increments have finite second moment. Let $Y_k(t)$ be the number of individuals in generation $k\in \mathbb N$ born in the time interval $[0,t]$. We prove a…

We establish the Strassen's law of the iterated logarithm for independent and identically distributed random variables with $\hat{\mathbb{E}}[X_1]=\hat{\mathcal{E}}[X_1]=0$ and $C_{\mathbb{V}}[X_1^2]<\infty$ under sub-linear expectation…

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

We study the polygons governing the convex hull of a point set created by the steps of $n$ independent two-dimensional random walkers. Each such walk consists of $T$ discrete time steps, where $x$ and $y$ increments are i.i.d. Gaussian. We…

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…

Let $\rho$ be a probability measure on $\mathrm{SL}\_d(\mathbb{Z})$ and consider the random walk defined by $\rho$ on the torus $\mathbb{T}^d = \mathbb{R}^d/\mathbb{Z}^d$. Bourgain, Furmann, Lindenstrauss and Mozes proved that under an…

In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential…