EconPapers    
Economics at your fingertips  
 

Sylvester’s problem for random walks and bridges

Hugo Panzo

Statistics & Probability Letters, 2025, vol. 219, issue C

Abstract: Consider a random walk in Rd that starts at the origin and whose increment distribution assigns zero probability to any affine hyperplane. We solve Sylvester’s problem for these random walks by showing that the probability that any d+2 consecutive steps of the walk are in convex position is equal to 1−2(d+1)!. The analogous result also holds for random bridges of length at least d+2 whose joint increment distribution is exchangeable.

Keywords: Convex hull; Random bridge; Random walk; Sylvester’s problem (search for similar items in EconPapers)
Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715224003183
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:219:y:2025:i:c:s0167715224003183

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2024.110349

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:219:y:2025:i:c:s0167715224003183