Convex hulls of several multidimensional Gaussian random walks
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 31, Tome 505 (2021), pp. 244-281
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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.
@article{ZNSL_2021_505_a14,
author = {J. Randon-Furling and D. Zaporozhets},
title = {Convex hulls of several multidimensional {Gaussian} random walks},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {244--281},
publisher = {mathdoc},
volume = {505},
year = {2021},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a14/}
}
TY - JOUR AU - J. Randon-Furling AU - D. Zaporozhets TI - Convex hulls of several multidimensional Gaussian random walks JO - Zapiski Nauchnykh Seminarov POMI PY - 2021 SP - 244 EP - 281 VL - 505 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a14/ LA - en ID - ZNSL_2021_505_a14 ER -
J. Randon-Furling; D. Zaporozhets. Convex hulls of several multidimensional Gaussian random walks. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 31, Tome 505 (2021), pp. 244-281. http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a14/