On Convex Hulls of Stable Random Walks

Explore a mathematical seminar lecture where Professor Nikola Sandric from the University of Zagreb delves into the fascinating world of convex hulls of stable random walks. Learn about the convergence properties of these convex hulls in R^d space, specifically examining cases where steps belong to the domain of attraction of a stable law. Discover how these hulls converge in the space of convex and compact subsets when equipped with the Hausdorff distance, leading towards the convex hull spanned by the path of the limit stable Lévy process. Gain insights into the convergence of expected intrinsic volumes under specific moment and structure assumptions on random walks, presented as part of the Stochastic Systems for Anomalous Diffusion program at the Isaac Newton Institute.