相关论文: Convex hulls of stable random walks

We prove large-time $L^2$ and distributional limit theorems for perimeter and diameter of the convex hull of $N$ trajectories of planar random walks whose increments have finite second moments. Earlier work considered $N \in \{1,2\}$ and…

Denote by $L_n$ the length of the perimeter of the convex hull of $n$ steps of a planar random walk whose increments have finite second moment and non-zero mean. Snyder and Steele showed that $n^{-1} L_n$ converges almost surely to a…

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

We show that the convex hull of a large i.i.d. sample from an absolutely continuous log-concave distribution approximates a predetermined convex body in the logarithmic Hausdorff distance and in the Banach-Mazur distance. For log-concave…

Let K be the convex hull of the path of a standard brownian motion B(t) in R^n, taken at time 0 < t < 1. We derive formulas for the expected volume and surface area of K. Moreover, we show that in order to approximate K by a discrete…

We consider a random walk in the plane which takes steps uniformly distributed on the unit circle centered around the walker's current position but avoids the convex hull of its past positions. This model has been introduced by Angel,…

We study the convex-hull problem in a probabilistic setting, motivated by the need to handle data uncertainty inherent in many applications, including sensor databases, location-based services and computer vision. In our framework, the…

Let X be a normed space. A subset A of X is approximately convex if $d(ta+(1-t)b,A) \le 1$ for all $a,b \in A$ and $t \in [0,1]$ where $d(x,A)$ is the distance of $x$ to $A$. Let $\Co(A)$ be the convex hull and $\diam(A)$ the diameter of…

We prove limit theorems for random walks with $n$ steps in the $d$-dimensional Euclidean space as both $n$ and $d$ tend to infinity. One of our results states that the path of such a random walk, viewed as a compact subset of the…

We prove large deviations principles (LDPs) for the perimeter and the area of the convex hull of a planar random walk with finite Laplace transform of its increments. We give explicit upper and lower bounds for the rate function of the…

We give an explicit formula for the probability that the convex hull of an $n$-step random walk in $R^d$ does not contain the origin, under the assumption that the distribution of increments of the walk is centrally symmetric and puts no…

We investigate the geometric properties of the convex hull over $n$ successive positions of a planar random walk, with a symmetric continuous jump distribution. We derive the large $n$ asymptotic behavior of the mean perimeter. In addition,…

The standard convex closed hull of a set is defined as the intersection of all images, under the action of a group of rigid motions, of a half-space containing the given set. In this paper we propose a generalisation of this classical…

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…

We consider polyhedral approximations of strictly convex compacta in finite dimensional Euclidean spaces (such compacta are also uniformly convex). We obtain the best possible estimates for errors of considered approximations in the…

We study the set of directions asymptotically explored by a spatially homogeneous random walk in $d$-dimensional Euclidean space. We survey some pertinent results of Kesten and Erickson, make some further observations, and present some…

We characterise, in terms of their transition laws, the class of one-dimensional L\'evy processes whose graph has a continuously differentiable (planar) convex hull. We show that this phenomenon is exhibited by a broad class of infinite…

We study the Hausdorff distance between a random polytope, defined as the convex hull of i.i.d. random points, and the convex hull of the support of their distribution. As particular examples, we consider uniform distributions on convex…

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,…

We study the asymptotic behaviour of the most likely trajectories of a planar random walk that result in large deviations of the area of their convex hull. If the Laplace transform of the increments is finite on $R^2$, such a scaled limit…