Convex hulls of stable random walks

DOI10.1214/22-EJP826arXiv2202.12579MaRDI QIDQ6392129FDOQ6392129

Wojciech Cygan, Stjepan Šebek, Nikola Sandrić

Publication date: 25 February 2022

Abstract: We consider convex hulls of random walks whose steps belong to the domain of attraction of a stable law in $mathbb{R}^d$. We prove convergence of the convex hull in the space of all convex and compact subsets of $mathbb{R}^d$, equipped with the Hausdorff distance, towards the convex hull spanned by a path of the limit stable L'{e}vy process. As an application, we establish convergence of (expected) intrinsic volumes under some mild moment/structure assumptions posed on the random walk.

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52)

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