Iterated-logarithm laws for convex hulls of random walks with drift
(2024)
Journal Article
Cygan, W., Sandrić, N., Šebek, S., & Wade, A. R. (2024). Iterated-logarithm laws for convex hulls of random walks with drift. Transactions of the American Mathematical Society, 377(9), 6695-6724
We establish laws of the iterated logarithm for intrinsic volumes of the convex hull of many-step, multidimensional random walks whose increments have two moments and a non-zero drift. Analogous results in the case of zero drift, where the scaling is... Read More about Iterated-logarithm laws for convex hulls of random walks with drift.