Exponential tail bounds for loop-erased random walk in two dimensions

DOI10.1214/10-AOP539MaRDI QIDQ606636zbMATH OpenFDO

Authors Martin T. Barlow, Robert D. Masson

Publication date 18 November 2010

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

Full work available at URL https://arxiv.org/abs/0910.5015

zbMATH Keywords

exponential tail boundsgrowth exponentloop-erased random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Abstract: Let $M_n$ be the number of steps of the loop-erasure of a simple random walk on $mathbb{Z}^2$ from the origin to the circle of radius $n$. We relate the moments of $M_n$ to $Es(n)$, the probability that a random walk and an independent loop-erased random walk both started at the origin do not intersect up to leaving the ball of radius $n$. This allows us to show that there exists $C$ such that for all $n$ and all $k=1,2,\mathrm{...},mathbfE[M_n^k]leq{C}^{k}k!mathbfE[M_n{]}^k$ and hence to establish exponential moment bounds for $M_n$. This implies that there exists $c>0$ such that for all $n$ and all $lambdageq0$, [mathbf{P}{M_n>lambdamathbf{E}[M_n]}leq2e^{-clambda}.] Using similar techniques, we then establish a second moment result for a specific conditioned random walk which enables us to prove that for any $alpha<4/5$, there exist $C$ and $c^{\prime }>0$ such that for all $n$ and $lambda>0$, [mathbf{P}{M_n<lambda^{-1}mathbf{E}[M_n]}leq Ce^{-c'lambda ^{alpha}}.]

Review text

Let \(S[0,\sigma_{n}]\) be a simple random walk on \(\mathbb Z^2\) started at the origin and stopped at \(\sigma_{n}\), the first time it exits \(B_{n}\), the ball of radius \(n\) with center at the origin, let \(L(S[0,\sigma_{n}])\) denote the loop-erasure of \(S[0,\sigma_{n}]\), and let \(M_{n}\) be the number of steps of \(L(S[0,\sigma_{n}])\). Further, let \(p_{n}\) denote the probability that \(L(S[0,\sigma_{n}])\) and an independent random walk started at the origin do not intersect up to leaving \(B_{n}\). First, the authors show that there exists \(0<C<\infty\) such that \(E[M_{n}^{k}]\leq C^{k}k!(n^2p_{n})^{k}\), \(k\in\mathbb N\), and \(E[M_{n}]\geq Cn^2p_{n}\). This implies that there exists \(0<c<\infty\) such that \(P(M_{n}>\lambda\), they prove that, for \(0<\alpha<4/5\), there exist \(0<C(\alpha),c(\alpha)<\infty\) such that \(P(M_{n}<\lambda^{-1}E[M_{n}])\leq C(\alpha)\exp(-c(\alpha)\lambda^{\alpha})\), \(\lambda>0\).

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Cites work

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Cited in

(19)

• The growth exponent for planar loop-erased random walk
• Growth exponent for loop-erased random walk in three dimensions
• SLE as a mating of trees in Euclidean geometry
• Quenched and averaged tails of the heat kernel of the two-dimensional uniform spanning tree
• The Hölder continuity of the scaling limit of three-dimensional loop-erased random walk
• The infinite two-sided loop-erased random walk
• Transition probabilities for infinite two-sided loop-erased random walks
• Universality of high-dimensional spanning forests and sandpiles
• Hausdorff dimension of the scaling limit of loop-erased random walk in three dimensions
• Scaling limit of the loop-erased random walk Green's function
• Some partial results on the convergence of loop-erased random walk to \(\mathrm{SLE}(2)\) in the natural parametrization
• A Lower Bound on the Growth Exponent for Loop-Erased Random Walk in Two Dimensions
• A random walk on a non-intersecting two-sided random walk trace is subdiffusive in low dimensions
• Geometry of Uniform Spanning Forest Components in High Dimensions
• Unimodular random trees
• Pivotal, cluster, and interface measures for critical planar percolation
• Spectral dimension and random walks on the two dimensional uniform spanning tree
• Scaling limit of the occupation measure of random walk cut points
• Estimates of random walk exit probabilities and application to loop-erased random walk

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