Bounds on some geometric functionals of high dimensional Brownian convex hulls and their inverse processes
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arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2024
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| _version_ | 1866914283806261248 |
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| author | Panzo, Hugo Socher, Evan |
| author_facet | Panzo, Hugo Socher, Evan |
| contents | We prove two-sided bounds on the expected values of several geometric functionals of the convex hull of Brownian motion in $\mathbb{R}^n$ and their inverse processes. This extends some recent results of McRedmond and Xu (2017), Jovalekić (2021), and Cygan, Šebek, and the first author (2023) from the plane to higher dimensions. Our main result shows that the average time required for the convex hull in $\mathbb{R}^n$ to attain unit volume is at most $n\sqrt[n]{n!}$. The proof relies on a novel procedure that embeds an $n$-simplex of prescribed volume within the convex hull of the Brownian path run up to a certain stopping time. All of our bounds capture the correct order of asymptotic growth or decay in the dimension $n$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_08712 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Bounds on some geometric functionals of high dimensional Brownian convex hulls and their inverse processes Panzo, Hugo Socher, Evan Probability Metric Geometry 60D05, 60J65 (Primary) 52A20, 90C25 (Secondary) We prove two-sided bounds on the expected values of several geometric functionals of the convex hull of Brownian motion in $\mathbb{R}^n$ and their inverse processes. This extends some recent results of McRedmond and Xu (2017), Jovalekić (2021), and Cygan, Šebek, and the first author (2023) from the plane to higher dimensions. Our main result shows that the average time required for the convex hull in $\mathbb{R}^n$ to attain unit volume is at most $n\sqrt[n]{n!}$. The proof relies on a novel procedure that embeds an $n$-simplex of prescribed volume within the convex hull of the Brownian path run up to a certain stopping time. All of our bounds capture the correct order of asymptotic growth or decay in the dimension $n$. |
| title | Bounds on some geometric functionals of high dimensional Brownian convex hulls and their inverse processes |
| topic | Probability Metric Geometry 60D05, 60J65 (Primary) 52A20, 90C25 (Secondary) |
| url | https://arxiv.org/abs/2407.08712 |