Convex hulls of random walks and their scaling limits

DOI10.1016/j.spa.2015.06.008zbMath1322.60052arXiv1408.4560OpenAlexW1749306271MaRDI QIDQ491191

Chang Xu, Andrew R. Wade

Publication date: 24 August 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.4560

zbMATH Keywords

random walksBrownian motionconvex hullsscaling limitsvariance asymptotics

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) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Related Items (8)

On the expected diameter of planar Brownian motion ⋮ Convex hulls of random walks: expected number of faces and face probabilities ⋮ Asymptotic shape of the concave majorant of a Lévy process ⋮ How long is the convex minorant of a one-dimensional random walk? ⋮ The convex hull of a planar random walk: perimeter, diameter, and shape ⋮ Mean perimeter and mean area of the convex hull over planar random walks ⋮ Large deviations of convex hulls of planar random walks and Brownian motions ⋮ Convex hulls of stable random walks

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