The Bohnenblust–Spitzer Algorithm and its Applications

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Operations, Information and Decisions Papers
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Spitzer's combinatorial lemma
random walk
convex hull
permutations
cycle decomposition
cycle lemma
Geometry and Topology
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Set Theory
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Steele, John M
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The familiar bijections between the representations of permutations as words and as products of cycles have a natural class of “data driven” extensions that permit us to use purely combinatorial means to obtain precise probabilistic information about the geometry of random walks. In particular, we show that the algorithmic bijection of Bohnenblust and Spitzer can be used to obtain means, variances, and concentration inequalities for several random variables associated with a random walk including the number of vertices and length of the convex minorant, concave majorant, and convex hull.

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2002-05-01
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Journal of Computational and Applied Mathematics
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