Capacity of the range in dimension 5 (Q2212615)
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English | Capacity of the range in dimension 5 |
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Capacity of the range in dimension 5 (English)
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24 November 2020
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For a random walk defined by a sequence of independent random variables with values on the \(d\)-dimensional integer grid and a common distribution which is symmetric and irreducible and has a finite \(d\)-th moment, this paper first obtains a precise asymptotic estimate for the probability that the ranges of two independent walks starting from far away intersect when \(d\le 5\). Based on this result, a central limit theorem for the capacity of the range of a random walk is proved when \(d=5\). This paper fills a gap in the previous research which established the central limit theorem for the simple random walk in any dimension \(d\le 3\), except for the case of dimension 5.
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random walk
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range
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capacity
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central limit theorem
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intersection of random walk ranges
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