No label defined (Q4946135)

The present paper is devoted to the multifractal analysis of the path of a simple random walk in two dimensions. For this purpose the range of the random walk up to a finite number \(n\) of steps is equipped with the harmonic measure, which can be defined as a hitting measure from infinity. The notions of dimension and local dimension are defined in the discrete setting in terms of limits as \(n\to\infty\). Based on previous works, e.g. [the author, Math. Phys. Electron. J. 4, Paper No. 5 (1998; Zbl 0909.60065) and the author and \textit{K. Burdzy}, Probab. Theory Relat. Fields 84, No. 3, 393-410 (1990; Zbl 0665.60078)], the author succeeds in showing that the \(\tau\)-function has a strictly positive second derivative and can be evaluated in terms of the intersection exponents \(\xi(2,\lambda)\), which agree for the random walk and Brownian motion case. The multifractal spectrum is thus obtained as the Legendre transform of the \(\tau\)-function. For the entire collection see [Zbl 0930.00053].