The mean perimeter of some random plane convex sets generated by a Brownian motion

DOI10.1007/S10959-009-0272-0zbMATH Open1221.60115arXiv0905.2256OpenAlexW2133521995MaRDI QIDQ548152FDOQ548152

Authors: Philippe Biane, Gérard Letac 

Publication date: 28 June 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: If $C_1$ is the convex hull of the curve of the standard Brownian motion in the complex plane watched from 0 to 1, we consider the convex hulls of $C_1$ and several rotations of it and we compute the mean of the length of their perimeter by elementary calculations.

Full work available at URL: https://arxiv.org/abs/0905.2256

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zbMATH Keywords

Brownian motionstopping timesrandom convex setsexit times

Mathematics Subject Classification ID

Brownian motion (60J65) Convex sets in (2) dimensions (including convex curves) (52A10) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
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• Exit problems associated with finite reflection groups
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Cited In (5)

• Random convex hulls and extreme value statistics
• Intrinsic volumes of Sobolev balls with applications to Brownian convex hulls
• Convex hull of \(n\) planar Brownian paths: an exact formula for the average number of edges
• Smoothness of the convex hull of planar Brownian motion
• The convex hull for a random acceleration process in two dimensions

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