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Random Walks that Avoid Their Past Convex Hull

   
@article{ECP1065,
	author = {Omer Angel and Itai Benjamini and Bálint Virág},
	title = {Random Walks that Avoid Their Past Convex Hull},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {8},
	year = {2003},
	keywords = {},
	abstract = {We explore planar random walk conditioned to avoid its past convex hull. We  prove that it escapes at a positive lim sup speed. Experimental results show that fluctuations from a limiting direction are on the order of $n^{3/4}$. This behavior is also observed for the extremal investor, a natural financial model related to the planar walk.},
	pages = {no. 2, 6-16},
	issn = {1083-589X},
	doi = {10.1214/ECP.v8-1065},    
        url = {http://ecp.ejpecp.org/article/view/1065}}