Positive hulls of random walks and bridges (Q2121084)

The topic of this paper are random polyhedral cones, generated as positive hulls of random walks or bridges. Let \(S_1,\dots,S_n\) be the partial sums \(S_k=X_1+\dots+X_k\) (\(k\in\{1,\dots,n\}\)) of random vectors \(X_1,\dots,X_n\) in \(\mathbb{R}^d\). Relevant are the following assumptions: \begin{itemize} \item[Exchangeability (Ex):] \((X_{\sigma(1)}\dots,X_{\sigma(d)}) \stackrel{d}{=} (X_1,\dots,X_n)\) for every permutation \(\sigma\) of \(\{1,\dots,n\}\), \item[Bridge property (Br):] \(S_n=0\) almost surely, \item[General position (GP'):] \(n\ge d+1\), and for \(1\le i_1<\dots< i_d\le n-1\) the vectors \(S_{i_1},\dots,S_{i_d}\) are almost surely linearly independent. \end{itemize} Consider the random cones \(C_n^A:= \mathrm{pos}\{S_1,\dots,S_{n-1}\}\) if (Ex), (Br) and (GP') are satisfied, and also the random cones \(C_n^B:= \mathrm{pos}\{S_1,\dots,S_n\}\) if modifications of (Ex) and (GP') are satisfied. For a polyhedral cone \(C\subset\mathbb{R}^d\) let \(Y_{m,l}:= \sum_{F\in{\mathcal F}_m(C)}U_l(F)\) for \(0\le l<m\le d\), where \({\mathcal F}_m(C)\) is the set of \(m\)-faces of \(C\) and \(U_l\) is the \(l\)th conic quermassintegral. These functionals include face numbers and conic quermassintegrals and are related to the conic intrinsic volumes. Similar functions \(Z_{j,k}\) are introduced, which involve tangent cones. The paper finds explicit formulas for the expectations \(\mathbb{E}\, Y_{m,l}(C_n^A)\), \(\mathbb{E}\, Z_{j,k}(C_n^A)\), \(\mathbb{E}\, Y_{m,l}(C_n^B)\), \(\mathbb{E}\, Z_{j,k}(C_n^B)\), in terms of sums involving Stirling numbers of first and second kind and their analogues. Dual cones are also studied, and relations to similar models are explained. The proofs make use of Weyl chambers of reflection groups. This work may be considered as a continuation of investigations begun by \textit{Z. Kabluchko} et al. [Adv. Math. 320, 595--629 (2017; Zbl 1377.52007); Geom. Funct. Anal. 27, No. 4, 880--918 (2017; Zbl 1373.52009)].