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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 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 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

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

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

It is well known that for a standard Brownian motion (BM) $ \{B(t), \;t \geq 0\}$ with values in $\mathbb{R}^d$, its convex hull $ V(t)=\conv \{\{\,B(s),\;s \leq t \}$ with probability $1$ for each $t > 0$ contains $0$ as an interior point…

Probability · Mathematics 2015-10-29 Youri Davydov

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

A formula due to Sudakov relates the first intrinsic volume of a convex set in a Hilbert space to the maximum of the isonormal Gaussian process over this set. Using this formula we compute the first intrinsic volumes of infinite-dimensional…

Probability · Mathematics 2014-05-13 Zakhar Kabluchko , Dmitry Zaporozhets

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 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 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

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 consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $R$ with reflecting boundaries. We study the maximum $M_x(t)$ of the trajectory of the particle along the $x$-direction at time $t$. In the…

Statistical Mechanics · Physics 2022-06-13 Benjamin De Bruyne , Olivier Bénichou , Satya N. Majumdar , Gregory Schehr

We analyse the maximum achievable rate of sustained computation for a given convex region of three dimensional space subject to geometric constraints on power delivery and heat dissipation. We find a universal upper bound across both…

Statistical Mechanics · Physics 2021-12-02 Hannah Earley

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

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 consider an n-dimensional Brownian Motion trapped inside a bounded convex set by normally-reflecting boundaries. It is well-known that this process is uniformly ergodic. However, the rates of this ergodicity are not well-understood,…

Probability · Mathematics 2022-08-04 Jackson Loper

We obtain an upper bound for the volume of the convex hull of a simple closed Frenet curve with exactly four vertices, i.e., four points of vanishing torsion, and lying on the boundary of its convex hull. Moreover, we show that the upper…

Differential Geometry · Mathematics 2026-03-13 Jakob Bohr , Steen Markvorsen , Matteo Raffaelli

It is well known that for standard Brownian motion $ \{B(t), \;t \geq 0\}$ with values in $\mathbb{R}^d$ its convex hull $ V(t)=\conv \{\{\,B(s),\;s \leq t \}$ with probability 1 contains 0 as an interior point for each $t > 0$ (see…

Probability · Mathematics 2011-05-31 Youri Davydov

In this note we examine the volume of the convex hull of two congruent copies of a convex body in Euclidean $n$-space, under some subsets of the isometry group of the space. We prove inequalities for this volume if the two bodies are…

Metric Geometry · Mathematics 2013-06-19 Ákos G. Horváth , Z. Lángi
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