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An explicit calculation of the mean of the perimeter of the convex hull of a plane random walk |
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| Authors: | Gérard Letac |
| Institution: | (1) Laboratoire de Statistique et Probabilités, Université Paul Sabatier, 31062 Toulouse Cedex, France |
| Abstract: | If (X
n
)
n
=1
is a sequence of i.i.d. random variables in the Euclidean plane such that we compute the mean of the perimeter of theconvex hull ofX
1+ +X
k; 0 kn}. |
| Keywords: | Plane random walk Brownian motion |
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