The random walk penalised by its range in dimensions \(d\geqslant 3\) (Q2077148)

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The random walk penalised by its range in dimensions \(d\geqslant 3\)
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    The random walk penalised by its range in dimensions \(d\geqslant 3\) (English)
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    24 February 2022
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    The paper studies a self-attractive random walk. Its trajectories of length \(N\) are penalised by factors proportional to \(exp(-|R_N|),\) where \(R_N\) is the set of sites visited by the walk. The main goal of the paper is to verify Bolthausen's conjecture [\textit{E. Bolthausen}, Ann. Probab. 22, No. 2, 875--918 (1994; Zbl 0819.60028)] for the case \(d>2\). The authors prove that the range of the walk is close to a solid Euclidean ball of radius approximately \(\rho_dN^{1/(d+2)},\) for some explicit constant \(\rho_d > 0.\) Thus, the paper extends Bolthausen's estimates from the case \(d=2\) to the general case \(d > 2,\) which results in proving the conjecture. Also, a detailed discussion of related results and heuristics behind them is given.
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    random walk
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    Faber-Krahn
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    large deviations
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