Counting planar random walk holes

DOI10.1214/009117907000000204MaRDI QIDQ2468422zbMATH OpenOpenAlexFDO

Authors Christian Beneš

Publication date 22 January 2008

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0611144, https://projecteuclid.org/euclid.aop/1196268674

zbMATH Keywords

Brownian motionRandom walk

Mathematics Subject Classification ID

Sample path properties (60G17) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

Abstract: We study two variants of the notion of holes formed by planar simple random walk of time duration $2n$ and the areas associated with them. We prove in both cases that the number of holes of area greater than $A(n)$, where $A(n)$ is an increasing sequence, is, up to a logarithmic correction term, asymptotic to $ncdotA(n{)}^{-1}$ for a range of large holes, thus confirming an observation by Mandelbrot. A consequence is that the largest hole has an area which is logarithmically asymptotic to $n$. We also discuss the different exponent of 5/3 observed by Mandelbrot for small holes.

Review text

For a simple planar random walk the author defines the {\parindent7mm \begin{itemize}\item[(1)] \textit{components} to be the connected components of the complement of the polygonal line drawn by the walk (up to time \(2n\)) in the plane, \item[(2)] \textit{lattice holes} to be the connected components of the complement of the walk (up to time \(2n\)) in the lattice. \end{itemize}} The area of a component is its Lebesgue measure, and the area of a hole the number of lattice points. It is shown that, for sufficiently small \(\delta>0\), the number \(N_n(\delta)\) of holes of area \(\geq n^{1-\delta}\) satisfies \[ \frac{\log^{2(n^\delta)}}{n^\delta} N_n(\delta) \to 2\pi \] in probability. The proof uses (rather subtle) approximation from the Brownian motion analogue due to [\textit{J.-F. Le Gall}, Random walks, Brownian motion, and interacting particle systems, Festschr. in Honor of Frank Spitzer, Prog. Probab. 28, 323--338 (1991; Zbl 0748.60073)].

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Cites work

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Cited in

(5)

• How round are the complementary components of planar Brownian motion?
• A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk
• Convergence rates for loop-erased random walk and other Loewner curves
• On the size of earthworm's trail
• Windings of planar random walks and averaged Dehn function

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