Convex Hull of N Planar Brownian Motions: Exact Results and an Application to Ecology

Julien Randon-Furling ¹, Satya N. Majumdar ¹, Alain Comtet ^1, 2

Physical Review Letters 103 (2009) 140602

We compute exactly the mean perimeter and area of the convex hull of N independent planar Brownian paths each of duration T, both for open and closed paths. We show that the mean perimeter < L_N > = \alpha_N, \sqrt{T} and the mean area = \beta_N T for all T. The prefactors \alpha_N and \beta_N, computed exactly for all N, increase very slowly (logarithmically) with increasing N. This slow growth is a consequence of extreme value statistics and has interesting implication in ecological context in estimating the home range of a herd of animals with population size N.

• 1. Laboratoire de Physique Théorique et Modèles Statistiques (LPTMS),
  CNRS : UMR8626 – Université Paris XI – Paris Sud
• 2. IHP,
  Institut Henri Poincaré