相关论文: Positive hulls of random walks and bridges

Consider a sequence of partial sums $S_i= \xi_1+\dots+\xi_i$, $1\leq i\leq n$, starting at $S_0=0$, whose increments $\xi_1,\dots,\xi_n$ are random vectors in $\mathbb R^d$, $d\leq n$. We are interested in the properties of the convex hull…

We derive explicit formulae for the expected volume and the expected number of facets of the convex hull of several multidimensional Gaussian random walks in terms of the Gaussian persistence probabilities. Special cases include the already…

We consider two models of random cones together with their duals. Let $Y_1,\dots,Y_n$ be independent and identically distributed random vectors in $\mathbb R^d$ whose distribution satisfies some mild condition. The random cones $G_{n,d}^A$…

Two models of random cones in high dimensions are considered, together with their duals. The Donoho-Tanner random cone $D_{n,d}$ can be defined as the positive hull of $n$ independent $d$-dimensional Gaussian random vectors. The Cover-Efron…

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…

The distribution of the hypervolume $V$ and surface $\partial V$ of convex hulls of (multiple) random walks in higher dimensions are determined numerically, especially containing probabilities far smaller than $P = 10^{-1000}$ to estimate…

The convex hull of N independent random points chosen on the boundary of a simple polytope in R^n is investigated. Asymptotic formulas for the expected number of vertices and facets, and for the expectation of the volume difference are…

We consider the simplices $$ K_n^A=\{x\in\mathbb{R}^{n+1}:x_1\ge x_2\ge \ldots\ge x_{n+1},x_1-x_{n+1}\le 1,x_1+\ldots+x_{n+1}=0\} $$ and $$ K_n^B=\{x\in\mathbb{R}^n:1\ge x_1\ge x_2\ge \ldots\ge x_n\ge 0\}, $$ which are called the Schl\"afli…

We consider an even probability distribution on the $d$-dimensional Euclidean space with the property that it assigns measure zero to any hyperplane through the origin. Given $N$ independent random vectors with this distribution, under the…

Consider a random walk $S_i= \xi_1+\ldots+\xi_i$, $i\in\mathbb N$, whose increments $\xi_1,\xi_2,\ldots$ are independent identically distributed random vectors in $\mathbb R^d$ such that $\xi_1$ has the same law as $-\xi_1$ and $\mathbb…

This paper studies the convex hull of $d$-dimensional samples i.i.d. generated from spherically symmetric distributions. Specifically, we derive a complete integration formula for the expected facet number of the convex hull. This formula…

For a random walk killed at leaving a cone we suggest two new constructions of a positive harmonic function. These constructions allow one to remove a quite strong extendability assumption, which has been imposed in our previous paper…

We study the convex hull of the set of points visited by a two-dimensional random walker of T discrete time steps. Two natural observables that characterize the convex hull in two dimensions are its perimeter L and area A. While the mean…

The random beta polytope is defined as the convex hull of $n$ independent random points with the density proportional to $(1-\|x\|^2)^\beta$ on the $d$-dimensional unit ball, where $\beta>-1$ is a parameter. Similarly, the random beta'…

In this paper we study the statistical properties of convex hulls of $N$ random points in a plane chosen according to a given distribution. The points may be chosen independently or they may be correlated. After a non-exhaustive survey of…

Facets of the convex hull of $n$ independent random vectors chosen uniformly at random from the unit sphere in $\mathbb{R}^d$ are studied. A particular focus is given on the height of the facets as well as the expected number of facets as…

We consider convex hulls of random walks whose steps belong to the domain of attraction of a stable law in $\mathbb{R}^d$. We prove convergence of the convex hull in the space of all convex and compact subsets of $\mathbb{R}^d$, equipped…

For two families of random polytopes we compute explicitly the expected sums of the conic intrinsic volumes and the Grassmann angles at all faces of any given dimension of the polytope under consideration. As special cases, we compute the…

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,…

Let $\xi_1,\xi_2,\ldots$ be a sequence of independent copies of a random vector in $\mathbb R^d$ having an absolutely continuous distribution. Consider a random walk $S_i:=\xi_1+\cdots+\xi_i$, and let…