Sylvester's problem for random walks and bridges
Probability
2024-09-13 v1 Metric Geometry
Abstract
Consider a random walk in that starts at the origin and whose increment distribution assigns zero probability to any affine hyperplane. We solve Sylvester's problem for these random walks by showing that the probability that the first steps of the walk are in convex position is equal to . The analogous result also holds for random bridges of length , so long as the joint increment distribution is exchangeable.
Cite
@article{arxiv.2409.07927,
title = {Sylvester's problem for random walks and bridges},
author = {Hugo Panzo},
journal= {arXiv preprint arXiv:2409.07927},
year = {2024}
}
Comments
7 pages