Extremal points of high-dimensional random walks and mixing times of a Brownian motion on the sphere (Q2438256)

Let \(\alpha>0\) and \(\{t_i\}\) be the Poisson point process on \([0,1]\) with intensity \(\alpha\). Let \(B(t)\) be a standard Brownian motion on \(\mathbb R^d\), and \(K\) be the convex hull of \(\{0,B(t_i)\}\). Let \(p(n,\alpha)=\mathrm P(0\in \partial K)\). It is proved that \[ \alpha(n):=\inf\{\alpha>0: p(n,\alpha)\leq \frac 1 2\} \] satisfies \[ e^{c n/\log n}<\alpha(n)<e^{C n\log n} \] for some constants \(C,c>0.\) A similar result is derived for the simple random walk on \(\mathbb Z^n\). As an application, the \(\frac\pi 2\)-covering time of a spherical Brownian motion is described. Although it was not indicated in the introduction of the paper, the Brownian motion and the Poisson point process should be independent.