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SUMMARY:On Convex Hulls of Stable Random Walks - Nikola Sandric (Universit
 y of Zagreb)
DTSTART:20241113T140000Z
DTEND:20241113T150000Z
UID:TALK220567@talks.cam.ac.uk
DESCRIPTION:We consider the convex hulls of random walks whose steps belon
 g to the domain of attraction of a stable law in R^d. We prove the converg
 ence of these convex hulls\, in the space of all convex and compact subset
 s of R^d equipped with the Hausdorff distance\, towards the convex hull sp
 anned by the path of the limit stable L&eacute\;vy process.\nAs an applica
 tion\, we establish the convergence of (expected) intrinsic volumes under 
 mild moment/structure assumptions on the random walk.
LOCATION:Seminar Room 2\, Newton Institute
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