Abstract:
We derive explicit formulae for the expected volume and the expected number of facets of the convex hull of several multidimensional Gaussian random walks in terms of the Gaussian persistence probabilities. Special cases include the already known results about the convex hull of a single Gaussian random walk and the $d$-dimensional Gaussian polytope with or without the origin.
Key words and phrases:average number of facets, Blaschke–Petkantschin formula, Sparre Andersen theorem, convex hull, expected volume, facet probability, Gaussian vectors, persistence probability, random polytope, random walk.