Exceptional points of discrete-time random walks in planar domains (Q6136838)

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scientific article; zbMATH DE number 7790310
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    Exceptional points of discrete-time random walks in planar domains
    scientific article; zbMATH DE number 7790310

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      Exceptional points of discrete-time random walks in planar domains (English)
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      17 January 2024
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      Given a sequence of lattice approximations \(D_N \subset \mathbb Z^2\) of a bounded continuum domain \(D \subset \mathbb R^2\) with the vertices outside \(D_N\) fused together into one boundary vertex \(\rho\), the authors consider discrete-time simple random walks on \(D_N\cup \{\rho\}\) run for a time proportional to the expected cover time and describe the scaling limit of the exceptional level sets of the thick, thin, light and avoided points. The authors show that these are distributed, up a spatially-dependent log-normal factor, as the zero-average Liouville quantum gravity measures in \(D\). The limit law of the local time configuration at, and nearby, the exceptional points is determined as well. The results extend earlier work by the first two authors who analyzed the continuous-time problem in the parametrization by the local time at \(\rho\). A novel uniqueness result concerning divisible random measures and, in particular, Gaussian multiplicative chaos, is derived as part of the proofs.
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      exceptional points
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      Gaussian multiplicative chaos
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      Liouville quantum gravity
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      local time
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      random walk
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      Ray-Knight theorem
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      thick points
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