Maximal local time of a \(d\)-dimensional simple random walk on subsets (Q2576797)

This paper deals with \(d\)-dimensional simple random walk \((S_k)\), more precisely with the maximum of its local time \(\xi(x,n)=\#\{ 0<k\leq n: S_k=x\}\) over balls centred in the origin and over lines and subspaces in the integer lattice. Results are naturally different for dimensions \(d=2\) and \(d\geq 3\). In the first case, the maximum of the local time over a line is shown to be bounded between constant multiples of \((\log n)^2\), where constants are given explicitly. The same bounds hold for the maximum of the local times in balls of radius \(n^\alpha\), \(0<\alpha \leq1/2\), with explicit constants depending on \(\alpha\). A result for balls of larger radius is also given. In dimensions \(d\geq 3\) almost sure limits for the maximum of the local times over subspaces of codimension one (scaled by \(\log n\)) and codimension two (scaled by \(\log\log n\)) are given, as well as for balls of radius smaller than \(\sqrt{n}\).