2025/09/22 by Wojciech Cygan, Tomislav Kralj, Cygan, Wojciech +9
#math.PR
paper · pdf · doi:10.48550/arxiv.2509.17590
We study the diameter and perimeter of the convex hull generated by finitely many independent planar random walks whose increments have finite second moments. The large-time fluctuations are governed by the geometry of the polygon formed by the drift vectors. We develop an L2-approximation framework, based on Wald-type maximal central limit theorems, which reduces the asymptotic analysis of the hull to a finite collection of endpoint, maximal-projection, and Brownian support-function terms. For the diameter, we obtain general max-type limit theorems, Gaussian in the case of a unique extremal diametrical pair and typically non-Gaussian when several extremal pairs compete. For the perimeter, we prove a general distributional limit: non-zero extremal drifts contribute maxima of Gaussian projections, while zero-drift extremal walks contribute Brownian support-function terms. The results recover the previously known Gaussian regimes (the case of one or two walks) and identify the non-Gaussian limits in the degenerate and boundary cases left open (even for two walks). We also give L2 approximations of the convex hull by simpler random sets, under Hausdorff and ℓ1 metrics on compact convex sets. Our proofs work under the optimal finite second moment assumption.