Facets on the convex hull of d-dimensional Brownian and Lévy motion.

Abstract

For stationary, homogeneous Markov processes (viz., Lévy processes, including Brownian motion) in dimension d≥3, we establish an exact formula for the average number of (d-1)-dimensional facets that can be defined by d points on the process's path. This formula defines a universality class in that it is independent of the increments' distribution, and it… (More)
DOI: 10.1103/PhysRevE.95.032129

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Cite this paper

@article{RandonFurling2017FacetsOT, title={Facets on the convex hull of d-dimensional Brownian and L{\'e}vy motion.}, author={Julien Randon-Furling and Florian Wespi}, journal={Physical review. E}, year={2017}, volume={95 3-1}, pages={032129} }