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arxiv: 1410.0458 · v4 · pith:IIRS5V2Anew · submitted 2014-10-02 · 🧮 math.PR

When does a discrete-time random walk in mathbb{R}^n absorb the origin into its convex hull?

classification 🧮 math.PR
keywords mathbbrandomcertainmatricesprobabilityabsorbconvexescape
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We connect this question to a problem of estimating the probability that the image of certain random matrices does not intersect with a subset of the unit sphere $\mathbb{S}^{n-1}$. In this way, the case of a discretized Brownian motion is related to Gordon's escape theorem dealing with standard Gaussian matrices. The approach allows us to prove that with high probability, the $\pi/2$-covering time of certain random walks on $\mathbb{S}^{n-1}$ is of order $n$. For certain spherical simplices on $\mathbb{S}^{n-1}$, we extend the "escape" phenomenon to a broad class of random matrices; as an application, we show that $e^{Cn}$ steps are sufficient for the standard walk on $\mathbb{Z}^n$ to absorb the origin into its convex hull with a high probability.

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