Positive hulls of random walks and bridges

نویسندگان

چکیده

We study random convex cones defined as positive hulls of d-dimensional walks and bridges. compute expectations various geometric functionals these such the number k-dimensional faces sums conic quermassintegrals their faces. These are expressed in terms Stirling numbers both kinds B-analogues.

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ژورنال

عنوان ژورنال: Stochastic Processes and their Applications

سال: 2022

ISSN: ['1879-209X', '0304-4149']

DOI: https://doi.org/10.1016/j.spa.2022.01.019