Extremal points of high-dimensional random walks and mixing times of a brownian motion on the sphere
Annales de l'I.H.P. Probabilités et statistiques, Tome 50 (2014) no. 1, pp. 95-110.

Nous étudions le comportement asymptotique de la probabilité que l’origine soit un point extrémal d’une marche aléatoire dans n . Nous montrons que cette probabilité est proche de 1/2 si le nombre de pas de la marche aléatoire est entre e n/(Clogn) et e Cnlogn pour une certaine constante C>0. Comme corollaire, nous obtenons une borne pour le temps de π 2-recouvrement d’un mouvement brownien sphérique.

We derive asymptotics for the probability that the origin is an extremal point of a random walk in n . We show that in order for the probability to be roughly 1/2, the number of steps of the random walk should be between e n/(Clogn) and e Cnlogn for some constant C>0. As a result, we attain a bound for the π 2-covering time of a spherical Brownian motion.

DOI : 10.1214/12-AIHP515
Classification : 52A22, 52A38, 60J65
Mots clés : random walk, convex hull, mixing time, spherical coverings
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Eldan, Ronen. Extremal points of high-dimensional random walks and mixing times of a brownian motion on the sphere. Annales de l'I.H.P. Probabilités et statistiques, Tome 50 (2014) no. 1, pp. 95-110. doi : 10.1214/12-AIHP515. http://www.numdam.org/articles/10.1214/12-AIHP515/

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