Convex hull of n planar Brownian paths: an exact formula for the average number of edges

DOI10.1088/1751-8113/46/1/015004MaRDI QIDQ4900384zbMATH OpenOpenAlexFDO

Authors Julien Randon-Furling

Publication date 24 January 2013

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

Full work available at URL https://arxiv.org/abs/1209.4001

zbMATH Keywords

Baxter's combinatorial lemmaconvex hullplanar Brownian path

Mathematics Subject Classification ID

Sample path properties (60G17) Brownian motion (60J65)

Abstract: We establish an exact formula for the average number of edges appearing on the boundary of the global convex hull of n independent Brownian paths in the plane. This requires the introduction of a counting criterion which amounts to "cutting off" edges that are, in a specific sense, small. The main argument consists in a mapping between planar Brownian convex hulls and configurations of constrained, independent linear Brownian motions. This new formula is confirmed by retrieving an existing exact result on the average perimeter of the boundary of Brownian convex hulls in the plane.

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