# Convex hulls of planar random walks

## TL;DR

This paper investigates the asymptotic behavior of the perimeter and area of convex hulls of planar random walks, establishing variance limits and distributional convergence, including non-Gaussian limits, for different drift conditions.

## Contribution

It provides new variance limit results and distributional limit theorems for convex hull metrics of planar random walks, extending previous work to non-Gaussian limits.

## Key findings

- Variance of perimeter length converges after normalization.
- Central limit theorem established for perimeter length.
- Non-Gaussian distributional limits identified for convex hull metrics.

## Abstract

For the perimeter length $L_n$ and the area $A_n$ of the convex hull of the first $n$ steps of a planar random walk, this thesis study $n \to \infty$ mean and variance asymptotics and establish distributional limits. The results apply to random walks both with drift (the mean of random walk increments) and with no drift under mild moments assumptions on the increments. Assuming increments of the random walk have finite second moment and non-zero mean, Snyder and Steele showed that $n^{-1} L_n$ converges almost surely to a deterministic limit, and proved an upper bound on the variance Var$[ L_n] = O(n)$. We show that $n^{-1}$Var$[L_n]$ converges and give a simple expression for the limit, which is non-zero for walks outside a certain degenerate class. This answers a question of Snyder and Steele. Furthermore, we prove a central limit theorem for $L_n$ in the non-degenerate case. Then we focus on the perimeter length with no drift and area with both drift and zero-drift cases. These results complement and contrast with previous work and establish non-Gaussian distributional limits. We deduce these results from weak convergence statements for the convex hulls of random walks to scaling limits defined in terms of convex hulls of certain Brownian motions. We give bounds that confirm that the limiting variances in our results are non-zero.