Random Walks That Avoid Their past Convex Hull
نویسنده
چکیده
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. This behavior is also observed for the extremal investor, a natural financial model related to the planar walk. Figure 1: 300 steps of the rancher
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تاریخ انتشار 2002