On Convex Hulls of Stable Random Walks

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• Nikola Sandric (University of Zagreb)
• Wednesday 13 November 2024, 14:00-15:00
• Seminar Room 2, Newton Institute.

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SSD - Stochastic systems for anomalous diffusion

We consider the convex hulls of random walks whose steps belong to the domain of attraction of a stable law in R^{d. We prove the convergence of these convex hulls, in the space of all convex and compact subsets of R}d equipped with the Hausdorff distance, towards the convex hull spanned by the path of the limit stable Lévy process. As an application, we establish the convergence of (expected) intrinsic volumes under mild moment/structure assumptions on the random walk.

This talk is part of the Isaac Newton Institute Seminar Series series.

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