On the set visited once by a random walk (Q1822139)

We prove the following statement: Given a random walk \(S_ n=\sum ^{n}_{j=1}\epsilon _ j\), \(n=1,2,..\). where \(\epsilon _ 1,\epsilon _ 2,..\). are i.i.d. random variables, \(P(\epsilon _ j=1)=P(\epsilon _ j=-1)=1/2\), let \(\alpha\) (n) denote the number of points visited exactly once by this random walk up to time n. We show that there exists some constant C, \(0<C<\infty\), such that \(\limsup _{n\to \infty}\alpha (n)/\log ^ 2n=C\) with probability 1. The proof applies some arguments analogous to the techniques of the large deviation theory.