When does a discrete-time random walk in $\mathbb{R}^n$ absorb the origin into its convex hull?
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 . 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 -covering time of certain random walks on is of order . For certain spherical simplices on , we extend the "escape" phenomenon to a broad class of random matrices; as an application, we show that steps are sufficient for the standard walk on to absorb the origin into its convex hull with a high probability.
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Added the matching bound contained in the paper Minimax of an n-dimension Brownian motion which is withdrawn