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When does a discrete-time random walk in $\mathbb{R}^n$ absorb the origin into its convex hull?

Published 2 Oct 2014 in math.PR | (1410.0458v4)

Abstract: We connect this question to a problem of estimating the probability that the image of certain random matrices does not intersect with a subset of the unit sphere $\mathbb{S}{n-1}$. In this way, the case of a discretized Brownian motion is related to Gordon's escape theorem dealing with standard Gaussian matrices. The approach allows us to prove that with high probability, the $\pi/2$-covering time of certain random walks on $\mathbb{S}{n-1}$ is of order $n$. For certain spherical simplices on $\mathbb{S}{n-1}$, we extend the "escape" phenomenon to a broad class of random matrices; as an application, we show that $e{Cn}$ steps are sufficient for the standard walk on $\mathbb{Z}n$ to absorb the origin into its convex hull with a high probability.

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