English

When does a discrete-time random walk in $\mathbb{R}^n$ absorb the origin into its convex hull?

Probability 2018-07-19 v4

Abstract

We connect this question to a problem of estimating the probability that the image of certain random matrices does not intersect with a subset of the unit sphere Sn1\mathbb{S}^{n-1}. In this way, the case of a discretized Brownian motion is related to Gordon's escape theorem dealing with standard Gaussian matrices. The approach allows us to prove that with high probability, the π/2\pi/2-covering time of certain random walks on Sn1\mathbb{S}^{n-1} is of order nn. For certain spherical simplices on Sn1\mathbb{S}^{n-1}, we extend the "escape" phenomenon to a broad class of random matrices; as an application, we show that eCne^{Cn} steps are sufficient for the standard walk on Zn\mathbb{Z}^n to absorb the origin into its convex hull with a high probability.

Keywords

Cite

@article{arxiv.1410.0458,
  title  = {When does a discrete-time random walk in $\mathbb{R}^n$ absorb the origin into its convex hull?},
  author = {Konstantin Tikhomirov and Pierre Youssef},
  journal= {arXiv preprint arXiv:1410.0458},
  year   = {2018}
}

Comments

Added the matching bound contained in the paper Minimax of an n-dimension Brownian motion which is withdrawn

R2 v1 2026-06-22T06:11:24.387Z