Journal
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
Volume -, Issue -, Pages -Publisher
IOP PUBLISHING LTD
DOI: 10.1088/1742-5468/aa8c11
Keywords
diffusion; exact results; extreme value; classical Monte Carlo simulations
Categories
Funding
- French National Research Agency [ANR-13-JSV5-0006-01]
Ask authors/readers for more resources
We investigate the geometric properties of the convex hull over n successive positions of a planar random walk, with a symmetric continuous jump distribution. We derive the large n asymptotic behavior of the mean perimeter. In addition, we compute the mean area for the particular case of isotropic Gaussian jumps. While the leading terms of these asymptotics are universal, the subleading (correction) terms depend on the finer details of the jump distribution and describe a 'finite size effect' of discrete-time jump processes, allowing one to accurately compute the mean perimeter and the mean area even for small n, as verified by Monte Carlo simulations. This is particularly valuable for applications dealing with discrete-time jumps processes and ranging from the statistical analysis of single-particle tracking experiments in microbiology to home range estimations in ecology.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available