The convex hull for a random acceleration process in two dimensions

DOI10.1088/1751-8113/44/41/415001MaRDI QIDQ3095442zbMATH OpenOpenAlexWikidataFDO

Authors Alexis Reymbaut, Satya N. Majumdar, Alberto Rosso

Publication date 2 November 2011

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1108.5455

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Brownian motion (60J65) Statistical mechanics of polymers (82D60)

Abstract: We compute exactly the mean perimeter <L(T)> and the mean area <A(T)> of the convex hull of a random acceleration process of duration T in two dimensions. We use an exact mapping that relates, via Cauchy's formulae, the computation of the perimeter and the area of the convex hull of an arbitrary two dimensional stochastic process [x(t); y(t)] to the computation of the extreme value statistics of the associated one dimensional component process x(t). The latter can be computed exactly for the one dimensional random acceleration process even though the process in non-Markovian. Physically, our results are relevant in describing theaverage shape of a semi-flexible ideal polymer chain in two dimensions.

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Cited in

(12)

• Mean area of the convex hull of a run and tumble particle in two dimensions
• Extreme value statistics of correlated random variables: a pedagogical review
• Mean perimeter and mean area of the convex hull over planar random walks
• The convex hull of the run-and-tumble particle in a plane
• The dichotomous acceleration process in one dimension: position fluctuations
• Random acceleration process under stochastic resetting
• Area and perimeter covered by anomalous diffusion processes
• Random convex hulls and extreme value statistics
• Exact asymptotic statistics of the \(n\)-edged face in a 3D Poisson-Voronoi tessellation
• Statistics of the maximum and the convex hull of a Brownian motion in confined geometries
• Random acceleration process on finite intervals under stochastic restarting
• On the generalized Fermat equation over totally real fields

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