Large deviations of convex hulls of planar random walks and Brownian motions

DOI10.5802/ahl.100zbMath1483.60015arXiv1606.07141OpenAlexW3200898992MaRDI QIDQ2077187

Vladislav V. Vysotsky, Arseniy V. Akopyan

Publication date: 24 February 2022

Published in: Annales Henri Lebesgue (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.07141

zbMATH Keywords

areaWiener processBrownian motionconvex hulllarge deviationsrate functionrandom walkLévy processperimeterLegendre-Fenchel transformnon-convex rate functionmean widthconvex conjugateradial maximumradial minimum

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Geometric probability and stochastic geometry (60D05) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Large deviations (60F10) Convexity of real functions of several variables, generalizations (26B25) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

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