Date/heure
19 décembre 2019
10:45 - 11:45
Oratrice ou orateur
Julien Randon-Furling
Catégorie d'évènement Séminaire Probabilités et Statistique
Résumé
We derive explicit formulae for the expected volume and the expected number of faces of the convex hull of several multidimensional Gaussian random walks, in terms of the Gaussian persistence probabilities. We generalize further our formulae to Gaussian random walks with random (Gaussian) starting points. Special cases include the d-dimensional Gaussian polytope with or without the origin.
Joint work with Dmitry Zaporozhets (Steklov Institute St Petersburg)