Mathematics > Probability
[Submitted on 2 Oct 2014 (v1), last revised 1 Nov 2015 (this version, v4)]
Title:When does a discrete-time random walk in $\mathbb{R}^n$ absorb the origin into its convex hull?
View PDFAbstract:We connect this question to a problem of estimating the probability that the image of certain random matrices does not intersect with a subset of the unit sphere $\mathbb{S}^{n-1}$. In this way, the case of a discretized Brownian motion is related to Gordon's escape theorem dealing with standard Gaussian matrices. The approach allows us to prove that with high probability, the $\pi/2$-covering time of certain random walks on $\mathbb{S}^{n-1}$ is of order $n$. For certain spherical simplices on $\mathbb{S}^{n-1}$, we extend the "escape" phenomenon to a broad class of random matrices; as an application, we show that $e^{Cn}$ steps are sufficient for the standard walk on $\mathbb{Z}^n$ to absorb the origin into its convex hull with a high probability.
Submission history
From: Pierre Youssef [view email][v1] Thu, 2 Oct 2014 06:31:30 UTC (13 KB)
[v2] Thu, 16 Oct 2014 04:37:30 UTC (16 KB)
[v3] Sun, 23 Nov 2014 21:22:46 UTC (18 KB)
[v4] Sun, 1 Nov 2015 14:34:17 UTC (31 KB)
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