Extremal points of high-dimensional random walks and mixing times of a brownian motion on the sphere

Eldan, Ronen

doi:10.1214/12-AIHP515

Eldan, Ronen

Annales de l'I.H.P. Probabilités et statistiques, Tome 50 (2014) no. 1, pp. 95-110.

Résumé
Abstract

Nous étudions le comportement asymptotique de la probabilité que l’origine soit un point extrémal d’une marche aléatoire dans $ℝ^{n}$ . Nous montrons que cette probabilité est proche de $1 / 2$ si le nombre de pas de la marche aléatoire est entre $e^{n / (C log n)}$ et $e^{C n log n}$ pour une certaine constante $C > 0$ . Comme corollaire, nous obtenons une borne pour le temps de $\frac{π}{2}$ -recouvrement d’un mouvement brownien sphérique.

We derive asymptotics for the probability that the origin is an extremal point of a random walk in $ℝ^{n}$ . We show that in order for the probability to be roughly $1 / 2$ , the number of steps of the random walk should be between $e^{n / (C log n)}$ and $e^{C n log n}$ for some constant $C > 0$ . As a result, we attain a bound for the $\frac{π}{2}$ -covering time of a spherical Brownian motion.

MR Zbl

DOI : 10.1214/12-AIHP515

Classification : 52A22, 52A38, 60J65
Mots-clés : random walk, convex hull, mixing time, spherical coverings

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     title = {Extremal points of high-dimensional random walks and mixing times of a brownian motion on the sphere},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {95--110},
     publisher = {Gauthier-Villars},
     volume = {50},
     number = {1},
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     doi = {10.1214/12-AIHP515},
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     url = {http://archive.numdam.org/articles/10.1214/12-AIHP515/}
}

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Eldan, Ronen. Extremal points of high-dimensional random walks and mixing times of a brownian motion on the sphere. Annales de l'I.H.P. Probabilités et statistiques, Tome 50 (2014) no. 1, pp. 95-110. doi : 10.1214/12-AIHP515. http://archive.numdam.org/articles/10.1214/12-AIHP515/

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