Boundary of the range of transient random walk (Q2363651)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Boundary of the range of transient random walk
scientific article

    Statements

    Boundary of the range of transient random walk (English)
    0 references
    0 references
    0 references
    25 July 2017
    0 references
    The authors of this paper study the boundary of the range of a simple random walk on \(\mathbb Z^d\) in the transient case \(d >2\). The authors show (Proposition 1.2) that volumes of the range and its boundary differ mainly by a martingale. Proposition 1.4 presents a precise estimate on the mean square of the martingale. This estimate is delicate, uses precise Green function asymptotics, and symmetry of the walk. As a consequences of Propositions 1.2 and 1.4, the authors obtain an upper bound on the variance of order \(n\log n\) in dimension three and establish a central limit theorem in dimension four and larger.
    0 references
    transient random walk
    0 references
    central limit theorem
    0 references
    martingale
    0 references
    boundary of the range of a random walk
    0 references

    Identifiers