Convex hulls of several multidimensional Gaussian random walks

Julien Randon-Furling; Dmitry Zaporozhets

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arXiv · 2007.02768

Convex hulls of several multidimensional Gaussian random walks

Julien Randon-Furling·Dmitry Zaporozhets

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Abstract

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 known results about the convex hull of a single Gaussian random walk and the $d$-dimensional Gaussian polytope with or without the origin.

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BibTeX RIS

Julien Randon-Furling, Dmitry Zaporozhets. 2020-07-06. Convex hulls of several multidimensional Gaussian random walks. https://arxiv.org/abs/2007.02768

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