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Download fileConvex hulls of random walks: expected number of faces and face probabilities
journal contribution
posted on 2023-06-09, 08:55 authored by Zakhar Kabluchko, Vladislav VysotskiyVladislav Vysotskiy, Dmitry ZaporozhetsConsider a sequence of partial sums Si=?1+…+?i, 1=i=n, starting at S0=0, whose increments ?1,…,?n are random vectors in Rd, d=n. We are interested in the properties of the convex hull Cn:=Conv(S0,S1,…,Sn). Assuming that the tuple (?1,…,?n) is exchangeable and a certain general position condition holds, we prove that the expected number of k-dimensional faces of Cn is given by the formula E[fk(Cn)]=2·k!n!?l=08[n+1d-2l]{d-2lk+1}, for all 0=k=d-1, where [nm] and {nm} are Stirling numbers of the first and second kind, respectively. Further, we compute explicitly the probability that for given indices 0=i1<…
History
Publication status
- Published
File Version
- Accepted version
Journal
Advances in MathematicsISSN
0001-8708Publisher
ElsevierExternal DOI
Volume
320Page range
595-629Department affiliated with
- Mathematics Publications
Full text available
- Yes
Peer reviewed?
- Yes
Legacy Posted Date
2017-11-20First Open Access (FOA) Date
2018-09-13First Compliant Deposit (FCD) Date
2017-11-20Usage metrics
Categories
No categories selectedKeywords
convex hullrandom walkrandom walk bridgeabsorption probabilitydistribution-free probabilityexchangeabilityhyperplane arrangementWhitney's formulaZaslavsky's theoremcharacteristic polynomialWeyl chamberfinite reflection groupconvex coneWendel's formularandom polytopeaverage number of facesaverage number of verticesdiscrete arcsine law