Random convex hulls and extreme value statistics
From MaRDI portal
Publication:967627
DOI10.1007/s10955-009-9905-zzbMath1188.82024arXiv0912.0631OpenAlexW2090849835MaRDI QIDQ967627
Julien Random-Furling, Alain Comtet, Satya N. Majumdar
Publication date: 30 April 2010
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.0631
Brownian motion (60J65) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)
Related Items
On the optimal separating hyperplane for arbitrary sets: a generalization of the SVM formulation and a convex hull approach ⋮ Mean area of the convex hull of a run and tumble particle in two dimensions ⋮ Statistics of the maximum and the convex hull of a Brownian motion in confined geometries ⋮ Last-passage time for linear diffusions and application to the emptying time of a box ⋮ Roots of random polynomials whose coefficients have logarithmic tails ⋮ Convex hulls of random walks: expected number of faces and face probabilities ⋮ Convex hulls of multidimensional random walks ⋮ Extreme value statistics of correlated random variables: a pedagogical review ⋮ Extreme-value statistics from Lagrangian convex hull analysis for homogeneous turbulent Boussinesq convection and MHD convection ⋮ Statistical and transport properties of a one-dimensional random walk with periodically distributed trapping intervals ⋮ Estimating the probability that a given vector is in the convex hull of a random sample ⋮ Generalised ‘Arcsine’ laws for run-and-tumble particle in one dimension ⋮ Smoluchowski flux and lamb-lion problems for random walks and Lévy flights with a constant drift ⋮ The convex hull of a planar random walk: perimeter, diameter, and shape ⋮ The convex hull of the run-and-tumble particle in a plane ⋮ Probabilities of hitting a convex hull ⋮ Area and perimeter covered by anomalous diffusion processes ⋮ Algebraic and arithmetic area formplanar Brownian paths ⋮ Convex hulls of random walks and their scaling limits ⋮ Expected maximum of bridge random walks & Lévy flights ⋮ On the asymptotic form of convex hulls of Gaussian random fields ⋮ A Decomposition Algorithm for Nested Resource Allocation Problems ⋮ Expected volumes of Gaussian polytopes, external angles, and multiple order statistics ⋮ Intrinsic volumes of Sobolev balls with applications to Brownian convex hulls ⋮ Convex hulls of planar random walks with drift ⋮ On the convex hull of symmetric stable processes ⋮ Convex hulls of stable random walks ⋮ Cones generated by random points on half-spheres and convex hulls of Poisson point processes ⋮ Absorption probabilities for Gaussian polytopes and regular spherical simplices ⋮ Survival probability of random walks leaping over traps ⋮ Generating stochastic trajectories with global dynamical constraints ⋮ Generating constrained run-and-tumble trajectories
Uses Software
Cites Work
- The mean perimeter of some random plane convex sets generated by a Brownian motion
- Randomized quickhull
- The combinatorial structure of random polytopes
- Le caractère universel de la courbe du mouvement brownien et la loi du logarithme itéré
- Central limit theorems for random polytopes in a smooth convex set
- Curvature of the convex hull of planar Brownian motion near its minimum point
- Limit theorems for diameter of a random sample in the unit ball
- Brownian paths and cones
- Excursions in a cone for two-dimensional Brownian motion
- Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
- Limit theorems for convex hulls
- Smoothness of the convex hull of planar Brownian motion
- How to reduce the average complexity of convex hull finding algorithms
- Moment inequalities for functionals of the Brownian convex hull
- An explicit calculation of the mean of the perimeter of the convex hull of a plane random walk
- On the area and perimeter of a random convex hull in a bounded convex set
- Level-spacing distributions and the Airy kernel
- On the asymptotic distribution of the area outside a random convex hull in a disk
- Limit theorems for functionals of convex hulls
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
- Random polytopes and the Efron-Stein jackknife inequality.
- Exact solutions for the statistics of extrema of some random 1D landscapes, application to the equilibrium and the dynamics of the toy model
- Extreme value statistics and traveling fronts: Various applications
- The spectrum of some Poisson mosaic processes in the plane and the convex hull of the Brownian bridge
- Polymers on disordered trees, spin glasses, and traveling waves.
- Shape fluctuations and random matrices
- Central limit theorems for Gaussian polytopes
- A new active convex hull model for image regions
- Exact minimum eigenvalue distribution of an entangled random pure state
- Unified solution of the expected maximum of a discrete time random walk and the discrete flux to a spherical trap
- An efficient algorithm for determining the convex hull of a finite planar set
- On the identification of the convex hull of a finite set of points in the plane
- Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces
- Central limit theorems for random polytopes
- Sur la distribution limite du terme maximum d'une série aléatoire
- Statistics of the occupation time for a random walk in the presence of a moving boundary
- On the top eigenvalue of heavy-tailed random matrices
- On the area under a continuous time Brownian motion till its first-passage time
- Exact Distribution of the Maximal Height of<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mi>p</mml:mi></mml:math>Vicious Walkers
- Universal Record Statistics of Random Walks and Lévy Flights
- Large Deviations of Extreme Eigenvalues of Random Matrices
- Random-energy model: An exactly solvable model of disordered systems
- The Circumference of a Convex Polygon
- The maximum of a random walk whose mean path has a maximum
- Large deviations of the maximum eigenvalue in Wishart random matrices
- On the time to reach maximum for a variety of constrained Brownian motions
- Freezing and extreme-value statistics in a random energy model with logarithmically correlated potential
- Zufallspolygone in konvexen Vielecken.
- On the Hausdorff dimension of Brownian cone points
- The Ultimate Planar Convex Hull Algorithm?
- The convex hull of a random sample in
- On limiting laws for the convex hull of a sample
- The distribution of the convex hull of a Gaussian sample
- The convex hull of a spherically symmetric sample
- The number of extreme points in the convex hull of a random sample
- Convex Hulls of Random Walks
- Application of brownian motion to the equation of kolmogorov-petrovskii-piskunov
- Convex hulls of finite sets of points in two and three dimensions
- A New Convex Hull Algorithm for Planar Sets
- Extreme values of independent stochastic processes
- Sur une conjecture de D.G. Kendall concernant la cellule de Crofton du plan et sur sa contrepartie brownienne
- Universality classes for extreme-value statistics
- A Convex Hull-Based Estimator of Home-Range Size
- La formule de Cauchy sur la longueur d’une courbe
- On a Simple, Practical, Optimal, Output-Sensitive Randomized Planar Convex Hull Algorithm
- Random convex hulls: a variance revisited
- Search for the maximum of a random walk
- Convergence in mean of some characteristics of the convex hull
- Coverage problems and random convex hulls
- Random approximation of convex sets*
- The Maximum of a Random Walk and Its Application to Rectangle Packing
- A limit theorem for two-dimensional conditioned random walk
- [https://portal.mardi4nfdi.de/wiki/Publication:5331598 �ber die konvexe H�lle von n zuf�llig gew�hlten Punkten. II]
- Large deviation probabilities for the number of vertices of random polytopes in the ball
- The convex hull of a random set of points
- Sur L'enveloppe convexe des nuages de points aleatoires dans Rn. I
- [https://portal.mardi4nfdi.de/wiki/Publication:5588965 Die konvexe H�lle von n rotationssymmetrisch verteilten Punkten]
- [https://portal.mardi4nfdi.de/wiki/Publication:5728818 �ber die konvexe H�lle von n zuf�llig gew�hlten Punkten]
- A Combinatorial Lemma for Complex Numbers
- An introduction to statistical modeling of extreme values
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item