English

Random walks avoiding their convex hull with a finite memory

Probability 2020-01-16 v2

Abstract

Fix integers d2d \geq 2 and kd1k\geq d-1. Consider a random walk X0,X1,X_0, X_1, \ldots in Rd\mathbb{R}^d in which, given X0,X1,,XnX_0, X_1, \ldots, X_n (nkn \geq k), the next step Xn+1X_{n+1} is uniformly distributed on the unit ball centred at XnX_n, but conditioned that the line segment from XnX_n to Xn+1X_{n+1} intersects the convex hull of {0,Xnk,,Xn}\{0, X_{n-k}, \ldots, X_n\} only at XnX_n. For k=k = \infty this is a version of the model introduced by Angel et al., which is conjectured to be ballistic, i.e., to have a limiting speed and a limiting direction. We establish ballisticity for the finite-kk model, and comment on some open problems. In the case where d=2d=2 and k=1k=1, we obtain the limiting speed explicitly: it is 8/(9π2)8/(9\pi^2).

Keywords

Cite

@article{arxiv.1902.09812,
  title  = {Random walks avoiding their convex hull with a finite memory},
  author = {Francis Comets and Mikhail V. Menshikov and Andrew R. Wade},
  journal= {arXiv preprint arXiv:1902.09812},
  year   = {2020}
}

Comments

31 pages, 3 figures; v2: minor revisions

R2 v1 2026-06-23T07:51:25.591Z