Asymptotics of the moment generating function for the range of random walks (Q5937302)

The author considers a simple random walk \(\{S_n\}^\infty_{n= 0}\) on the \(d\)-dimensional integer lattice \(\mathbb{Z}^d\); that is, \(S_0= 0\) and \(S_n= X_1+ X_2+\cdots+ X_n\), where the \(X_n\)'s are independent and identically distributed random variables with values in \(\mathbb{Z}^d\), such that \(P[X_1= x]= d/2\) if \(x\in\mathbb{Z}^d\) is a unit vector and \(0\) otherwise. Let \(R_n\) be the number of distinct points visited at least once by time \(n\). For \(\theta> 0\), define \(\Lambda_n(\theta)= n^{-1}\log Ee^{\theta R_n}\). The corresponding free energy function \(\Lambda\) is given by \(\Lambda(\theta)= \lim_{n\to\infty} \Lambda_n(\theta)\). The author proves that if \(d= 2\), then \(\lim_{\theta\downarrow 0}\theta^{-1} (\log\theta^{- 1})\Lambda(\theta)= \pi\), and if \(d\geq 3\), then \(\lim_{\theta\downarrow 0} \Lambda(\theta)/\theta= \gamma_d\), where \(\gamma_d= P[S_n\neq 0\) for all \(n\geq 1]\).