Mean perimeter and mean area of the convex hull over planar random walks

DOI10.1088/1742-5468/AA8C11MaRDI QIDQ3302862zbMATH OpenOpenAlexFDO

Authors D. S. Grebenkov, Yann Lanoiselée, Satya N. Majumdar

Publication date 11 August 2020

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.08052

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: We investigate the geometric properties of the convex hull over $n$ successive positions of a planar random walk, with a symmetric continuous jump distribution. We derive the large $n$ asymptotic behavior of the mean perimeter. In addition, we compute the mean area for the particular case of isotropic Gaussian jumps. While the leading terms of these asymptotics are universal, the subleading (correction) terms depend on finer details of the jump distribution and describe a "finite size effect" of discrete-time jump processes, allowing one to accurately compute the mean perimeter and the mean area even for small $n$, as verified by Monte Carlo simulations. This is particularly valuable for applications dealing with discrete-time jumps processes and ranging from the statistical analysis of single-particle tracking experiments in microbiology to home range estimations in ecology.

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Cited in

(17)

• An explicit calculation of the mean of the perimeter of the convex hull of a plane random walk
• The convex hull of a planar random walk: perimeter, diameter, and shape
• Convex hulls of stable random walks
• Extreme value statistics of correlated random variables: a pedagogical review
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