Positive hulls of random walks and bridges

Thomas Godland and Zakhar Kabluchko

Stochastic Processes and their Applications, 2022, vol. 147, issue C, 327-362

Abstract: We study random convex cones defined as positive hulls of d-dimensional random walks and bridges. We compute expectations of various geometric functionals of these cones such as the number of k-dimensional faces and the sums of conic quermassintegrals of their k-dimensional faces. These expectations are expressed in terms of Stirling numbers of both kinds and their B-analogues.

Keywords: Random polyhedral cones; Positive hulls; Random walks; Random bridges; f-vector; Stirling numbers (search for similar items in EconPapers)
Date: 2022
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304414922000333
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:spapps:v:147:y:2022:i:c:p:327-362

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

DOI: 10.1016/j.spa.2022.01.019

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().