Convex Hulls of Random Walks: Large-Deviation Properties

Abstract

We study the convex hull of the set of points visited by a two-dimensional random walker of T discrete time steps. Two natural observables that characterize the convex hull in two dimensions are its perimeter L and area A. While the mean perimeter <L> and the mean area <A> have been studied before, analytically and numerically, and exact results are known for large T (Brownian motion limit), little is known about the full distributions P(A) and P(L). In this paper, we provide numerical results for these distributions. We use a sophisticated large-deviation approach that allows us to study the distributions over a larger range of the support, where the probabilities P(A) and P(L) are as small as 10^{-300}. We analyze (open) random walks as well as (closed) Brownian bridges on the two-dimensional discrete grid as well as in the two-dimensional plane. The resulting distributions exhibit, for large T, a universal scaling behavior (independent of the details of the jump distributions) as a function of A/T and L/\sqrt{T}, respectively. We are also able to obtain the rate function, describing rare events at the tails of these distributions, via a numerical extrapolation scheme and find a linear and square dependence as a function of the rescaled perimeter and the rescaled area, respectively.

10 pages, 12 figures, 2 tables

References in corpus (2)

• The large deviation approach to statistical mechanics
• Spatial extent of an outbreak in animal epidemics

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