Random walks that avoid their past convex hull

Details Random walks that avoid their past convex hull Random walks that avoid their past convex hull

2002-09-12

arxiv.org/abs/math/0209146v1

Electron. Comm. Probab. 8 (2003), 6-16

Mathematics

Probability

10 pages, 4 figures

Scientific paper

We introduce planar random walk conditioned to avoid its past convex hull,
and we show that it escapes at a positive limsup speed. Experimental results
show that fluctuations from a limiting direction are on the order of n^(3/4).
This behavior is also observed for the extremal investor, a natural financial
model related to the planar walk.

Affiliated with

Also associated with

No associations

Rating

Random walks that avoid their past convex hull does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Random walks that avoid their past convex hull, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Random walks that avoid their past convex hull will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-592979