$latex \def\Real{\mathbb{R}}\def\Z{\mathcal{Z}}\def\sg{\mathfrak{S}}\def\B{\mathbf{B}}\def\xx{\mathbf{x}}\def\ex{\mathbb{E}}

$

Consider $latex n$ points in Euclidean space, $latex \xx=\{x_1,\ldots, x_n\}, x_k\in \Real^d, n\leq d+1$.

Generically, there is a unique sphere in the affine space spanned by those points, containing all of them. This centroid (which we will denote as $latex o(x_1,\ldots,x_n)$) lies at the intersection of the bisectors $latex H_{kl}, 1\leq k\lt l\leq n$, hyperplanes of points equidistant from $latex x_k, x_l$.

Assume now that the points $latex x_k,k=1,\ldots,n$ are independent standard $latex d$-dimensional Brownian motions. What is the law of the centroid?…