Dmitry Zaporozhets, (St Petersburg Steklov Institute - Russian Academy of Sciences), le 10 janvier 2020

vendredi 10 janvier 2020

Résumé : We derive explicit formulae for the expected volume and the expected number of faces of the convex hull of several multidimensional Gaussian random walks in terms of the Gaussian persistence probabilities. We generalize further our formulae to Gaussian random walks with random (Gaussian) starting points. Special cases include the d-dimensional Gaussian polytope with or without the origin.