Convex hull of n planar Brownian paths: an exact formula for the average number of edges

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Convex hull of n planar Brownian paths: an exact formula for the average number of edges

Randon-Furling, Julien

Journal of physics. A, Mathematical and theoretical, 01/2013, Volume: 46, Issue: 1

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We establish an exact formula for the average number of edges appearing on the boundary of the global convex hull of n independent Brownian paths in the plane. This requires the introduction of a counting criterion which amounts to 'cutting off' edges that are, in a specific sense, small. The main argument consists in a mapping between planar Brownian convex hulls and configurations of constrained, independent linear Brownian motions. This new formula is confirmed by retrieving an existing exact result on the average perimeter of the boundary of Brownian convex hulls in the plane.

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Randon-Furling, Julien

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