On range and local time of many-dimensional submartingales (Q2248939)

The paper considers a discrete-time process adapted to a filtration on a subset of \({\mathbb{R}}^d\), \(d \geq 2\). The process is assumed to have uniformly bounded jumps and can advance in any given direction with positive probability. The main theorem in the paper generalizes results in [\textit{M. Menshikov} et al., Ann. Probab. 40, No. 5, 2106--2130 (2012; Zbl 1272.60023)] to strongly directed submartingales. The theorem shows that with high probability the number of visits to any fixed site by time \(n\) is less than \(n^{1/2-\delta}\) for some \(\delta > 0.\) This implies that the number of different sites visited by time \(n\) should be at least \(n^{1/2 + \delta}\) with high probability. Some open problems are posed relating to the number of different sites visited.