Late points for random walks in two dimensions

DOI10.1214/009117905000000387MaRDI QIDQ2493179zbMATH OpenOpenAlexFDO

Authors Amir Dembo, Yuval Peres, Jay Rosen, Ofer Zeitouni

Publication date 12 June 2006

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0303102

zbMATH Keywords

cover timefractalsplanar random walk

Mathematics Subject Classification ID

Fractals (28A80) Sums of independent random variables; random walks (60G50) Other physical applications of random processes (60K40) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Abstract: Let $mathcal{T}_n(x)$ denote the time of first visit of a point $x$ on the lattice torus $mathbb{Z}_n^2=mathbb{Z}^2/nmathbb{Z}^2$ by the simple random walk. The size of the set of $alpha$, $n$-late points $mathcal{L}_n(alpha)=xinmathbb{Z}_n^2:mathcal{T}_n(x)geqalphafrac4pi(nlogn{)}^2$ is approximately $n^{2(1-alpha)}$, for $alphain(0,1)$ [$mathcal{L}_n(alpha)$ is empty if $alpha>1$ and $n$ is large enough]. These sets have interesting clustering and fractal properties: we show that for $$, a disc of radius $$ centered at nonrandom $x$ typically contains about $$ points from $mathcal{L}_n(alpha)$ (and is empty if $$), whereas choosing the center $x$ of the disc uniformly in $mathcal{L}_n(alpha)$ boosts the typical number of $alpha,n$-late points in it to $$. We also estimate the typical number of pairs of $alpha$, $n$-late points within distance $$ of each other; this typical number can be significantly smaller than the expected number of such pairs, calculated by Brummelhuis and Hilhorst [Phys. A 176 (1991) 387--408]. On the other hand, our results show that the number of ordered pairs of late points within distance $$ of each other is larger than what one might predict by multiplying the total number of late points, by the number of late points in a disc of radius $$ centered at a typical late point.

Review text

An issue of covering a finite lattice by a random walk [addressed before by \textit{M. Brummelhuis} and \textit{H. Hilhorst}, Physica A 176, 387-408 (1991)] is explored. A random walk on an \(n\times n\) square lattice with periodic boundary conditions is assumed to run until the cover time, when every point of the lattice has been visited. The focus is on the set of uncovered points, shortly before the ultimate coverage. These are called late points. In two dimensions, the set of such points is known to exhibit scaling properties typical for fractal structures, a property which is not present in higher dimensions. A quantitative description of the pertinent multifractal sets is given. Arguments in the paper rely on a direct analysis of the random walk, rather than on a strong approximation in terms of the Brownian motion.

Recommendations

• Two-dimensional random interlacements and late points for random walks
• Geometric structures of late points of a two-dimensional simple random walk
• Covering problems and exceptional points for random walks and Brownian motion (after Dembo, Peres, Rosen and Zeitouni)
• Statistical properties of the set of sites visited by the two-dimensional random walk
• Exceptional points of two-dimensional random walks at multiples of the cover time

Cites work

• Cover times for Brownian motion and random walks in two dimensions
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• Intersections of random walks.
• Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
• Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk

Cited in

(29)

• Maxima of branching random walks with piecewise constant variance
• Cut-off for lamplighter chains on tori: dimension interpolation and phase transition
• Painting a graph with competing random walks
• Limit law for the cover time of a random walk on a binary tree
• Second-order term of cover time for planar simple random walk
• Avoided points of two-dimensional random walks
• Exceptional points of two-dimensional random walks at multiples of the cover time
• Geometric structures of late points of a two-dimensional simple random walk
• Exponents for the number of pairs of \(\alpha \)-favorite points of a simple random walk in \(\mathbb{Z}^2\)
• How large a disc is covered by a random walk in \(n\) steps?
• Giant component and vacant set for random walk on a discrete torus
• Heavy points of a \(d\)-dimensional simple random walk
• Extremes of the discrete two-dimensional Gaussian free field
• On the disconnection of a discrete cylinder by a random walk
• Characterisation of planar Brownian multiplicative chaos
• Two-dimensional random interlacements and late points for random walks
• Gumbel fluctuations for cover times in the discrete torus
• Uniformity of the uncovered set of random walk and cutoff for lamplighter chains
• Geometry of the Gibbs measure for the discrete 2D Gaussian free field with scale-dependent variance
• Uniform mixing time for random walk on lamplighter graphs
• Exponent for sets of frequently visited points of a simple random walk in two dimensions
• Statistical properties of sites visited by independent random walks
• The subleading order of two dimensional cover times
• Uniformity of the late points of random walk on \({\mathbb {Z}}_{n}^{d}\) for \(d \geq 3\)
• Simple random covering, disconnection, late and favorite points
• Collapse and diffusion in harmonic activation and transport
• Exceptional points of discrete-time random walks in planar domains
• Phase transition for the late points of random walk
• Two-dimensional Brownian random interlacements

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