文章基本信息

标题：Random Walks that Avoid Their Past Convex Hull
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作者：Angel, Omer ; Benjamini, Itai ; Virág, Bálint 等
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2003
卷号：8
页码：6-16
DOI：10.1214/ECP.v8-1065
出版社：Electronic Communications in Probability
摘要：We explore planar random walk conditioned to avoid its past convex hull. We prove that it escapes at a positive lim sup speed. Experimental results show that fluctuations from a limiting direction are on the order of $n^{3/4}$. This behavior is also observed for the extremal investor, a natural financial model related to the planar walk.