Random walks avoiding their convex hull with a finite memory

DOI10.1016/J.INDAG.2019.11.002MaRDI QIDQ2288227zbMATH OpenOpenAlexWikidataFDO

Authors Francis Comets, Mikhail V. Menshikov, Andrew R. Wade

Publication date 17 January 2020

Published in Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1902.09812, http://dro.dur.ac.uk/29764/1/29764.pdf

zbMATH Keywords

random walkconvex hullspeedballisticrancherself-avoiding

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sums of independent random variables; random walks (60G50) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

Abstract: Fix integers $dgeq2$ and $kgeqd-1$. Consider a random walk $X_0,X_1,ldots$ in $mathbb{R}^d$ in which, given $X_0,X_1,ldots,X_n$ ($ngeqk$), the next step $X_{n+1}$ is uniformly distributed on the unit ball centred at $X_n$, but conditioned that the line segment from $X_n$ to $X_{n+1}$ intersects the convex hull of $0,X_{n-k},ldots,X_n$ only at $X_n$. For $k=infty$ this is a version of the model introduced by Angel et al., which is conjectured to be ballistic, i.e., to have a limiting speed and a limiting direction. We establish ballisticity for the finite-$k$ model, and comment on some open problems. In the case where $d=2$ and $k=1$, we obtain the limiting speed explicitly: it is $8/(9p{i}^2)$.

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Cited in

(6)

• Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting)
• When does a discrete-time random walk in \(\mathbb{R}^{n}\) absorb the origin into its convex hull?
• Random walks that avoid their past convex hull
• Superdiffusive planar random walks with polynomial space-time drifts
• On the speed of a planar random walk avoiding its past convex hull
• Variations of the elephant random walk

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