Cover levels and random interlacements (Q417070): Difference between revisions
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The random interlacements model was introduced by \textit{A.-S. Sznitman} [Ann. Math. (2) 171, No. 3, 2039--2087 (2010; Zbl 1202.60160)]. It is a certain Poisson point process indexed by time \(u\) and taking values in the set of doubly infinite random walk paths (modulo time shift) on the \(d\)-dimensional integer lattice (\(d \geq 3\)). Denote by \(I^u\) the union of paths of this process up to time \(u\). For any finite subset \(A\) of the integer lattice, denote by \(M(A)\) the cover time of this process, that is, the smallest \(u\) such that \(A\subset I^u\). Finally, let \(g\) denote the Green function of a random walk on the \(d\)-dimensional integer lattice. The author shows that \(M(A)/g(0)\log|A|\) converges to \(1\) as the cardinality of \(A\) increases to infinity. More precisely, he shows that, for all finite \(A\), \[ \sup_{z\in\mathbb{R}}\left|\operatorname{P}\left[\frac{M(A)}{g(0)}-\log(|A|)\,\leq z\right]-\exp\big(-e^{-z}\big)\right|\leq c|A|^{-c_1} \] for some \(c_1>0\) which is given more or less explicitly. Presumably, \(c\) denotes a constant that is independent of \(A\). In particular, \(M(A)/g(0)-\log(|A|)\) converges to the Gumbel distribution as \(|A|\to\infty\). | |||
Property / review text: The random interlacements model was introduced by \textit{A.-S. Sznitman} [Ann. Math. (2) 171, No. 3, 2039--2087 (2010; Zbl 1202.60160)]. It is a certain Poisson point process indexed by time \(u\) and taking values in the set of doubly infinite random walk paths (modulo time shift) on the \(d\)-dimensional integer lattice (\(d \geq 3\)). Denote by \(I^u\) the union of paths of this process up to time \(u\). For any finite subset \(A\) of the integer lattice, denote by \(M(A)\) the cover time of this process, that is, the smallest \(u\) such that \(A\subset I^u\). Finally, let \(g\) denote the Green function of a random walk on the \(d\)-dimensional integer lattice. The author shows that \(M(A)/g(0)\log|A|\) converges to \(1\) as the cardinality of \(A\) increases to infinity. More precisely, he shows that, for all finite \(A\), \[ \sup_{z\in\mathbb{R}}\left|\operatorname{P}\left[\frac{M(A)}{g(0)}-\log(|A|)\,\leq z\right]-\exp\big(-e^{-z}\big)\right|\leq c|A|^{-c_1} \] for some \(c_1>0\) which is given more or less explicitly. Presumably, \(c\) denotes a constant that is independent of \(A\). In particular, \(M(A)/g(0)-\log(|A|)\) converges to the Gumbel distribution as \(|A|\to\infty\). / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Achim Klenke / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G50 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 82C41 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60D05 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6034163 / rank | |||
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Property / zbMATH Keywords | |||
cover level | |||
Property / zbMATH Keywords: cover level / rank | |||
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Property / zbMATH Keywords | |||
random interlacements | |||
Property / zbMATH Keywords: random interlacements / rank | |||
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cover time | |||
Property / zbMATH Keywords: cover time / rank | |||
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uncovered sets | |||
Property / zbMATH Keywords: uncovered sets / rank | |||
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Gumbel distributional limit | |||
Property / zbMATH Keywords: Gumbel distributional limit / rank | |||
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Revision as of 19:50, 29 June 2023
scientific article
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English | Cover levels and random interlacements |
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Cover levels and random interlacements (English)
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13 May 2012
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The random interlacements model was introduced by \textit{A.-S. Sznitman} [Ann. Math. (2) 171, No. 3, 2039--2087 (2010; Zbl 1202.60160)]. It is a certain Poisson point process indexed by time \(u\) and taking values in the set of doubly infinite random walk paths (modulo time shift) on the \(d\)-dimensional integer lattice (\(d \geq 3\)). Denote by \(I^u\) the union of paths of this process up to time \(u\). For any finite subset \(A\) of the integer lattice, denote by \(M(A)\) the cover time of this process, that is, the smallest \(u\) such that \(A\subset I^u\). Finally, let \(g\) denote the Green function of a random walk on the \(d\)-dimensional integer lattice. The author shows that \(M(A)/g(0)\log|A|\) converges to \(1\) as the cardinality of \(A\) increases to infinity. More precisely, he shows that, for all finite \(A\), \[ \sup_{z\in\mathbb{R}}\left|\operatorname{P}\left[\frac{M(A)}{g(0)}-\log(|A|)\,\leq z\right]-\exp\big(-e^{-z}\big)\right|\leq c|A|^{-c_1} \] for some \(c_1>0\) which is given more or less explicitly. Presumably, \(c\) denotes a constant that is independent of \(A\). In particular, \(M(A)/g(0)-\log(|A|)\) converges to the Gumbel distribution as \(|A|\to\infty\).
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cover level
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random interlacements
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cover time
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uncovered sets
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Gumbel distributional limit
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