Convex hulls of stable random walks

DOI10.1214/22-EJP826MaRDI QIDQ2082676

Wojciech Cygan, Nikola Sandrić, Stjepan Šebek

Publication date: 4 October 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.12579

zbMATH Keywords

convex hulldomain of attractionstable lawrandom walkintrinsic volume

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Convex hulls of Lévy processes
• The convex minorant of a Lévy process
• Convex hulls of random walks and their scaling limits
• A concrete approach to classical analysis
• Random convex hulls and extreme value statistics
• Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities
• An Efron-Stein inequality for nonsymmetric statistics
• A bivariate stable characterization and domains of attraction
• The convex hull of a planar random walk: perimeter, diameter, and shape
• How long is the convex minorant of a one-dimensional random walk?
• Volumetric properties of the convex hull of an \(n\)-dimensional Brownian motion
• Convex hulls of regularly varying processes
• Convex hulls of random walks, hyperplane arrangements, and Weyl chambers
• Convex hulls of random walks: expected number of faces and face probabilities
• Intrinsic volumes of Sobolev balls with applications to Brownian convex hulls
• On the convex hull of symmetric stable processes
• The Circumference of a Convex Polygon
• Mean perimeter and mean area of the convex hull over planar random walks
• The Poisson-Dirichlet Distribution and Related Topics
• Convex Hulls of Random Walks
• Convex hulls of multidimensional random walks
• Chance and Stability
• Concentration of the Intrinsic Volumes of a Convex Body
• Convex and Discrete Geometry
• Convex Bodies The Brunn-MinkowskiTheory
• Theory of Random Sets
• Convex hulls of planar random walks with drift
• Combinatorial Lemmas in Higher Dimensions
• A Combinatorial Lemma for Complex Numbers
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix
• Probability: A Graduate Course

This page was built for publication: Convex hulls of stable random walks