Thick points of random walk and the Gaussian free field
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Publication:2184591
DOI10.1214/20-EJP433zbMATH Open1441.60036arXiv1809.04369OpenAlexW2890204623MaRDI QIDQ2184591FDOQ2184591
Publication date: 29 May 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Abstract: We consider the thick points of random walk, i.e. points where the local time is a fraction of the maximum. In two dimensions, we answer a question of Dembo, Peres, Rosen and Zeitouni and compute the number of thick points of planar random walk, assuming that the increments are symmetric and have a finite moment of order two. The proof provides a streamlined argument based on the connection to the Gaussian free field and works in a very general setting including isoradial graphs. In higher dimensions, we study the scaling limit of the thick points. In particular, we show that the rescaled number of thick points converges to a nondegenerate random variable and that the centred maximum of the local times converges to a randomly shifted Gumbel distribution.
Full work available at URL: https://arxiv.org/abs/1809.04369
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Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55)
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Cited In (15)
- A limit law for the most favorite point of simple random walk on a regular tree
- Characterisation of planar Brownian multiplicative chaos
- Thick points of high-dimensional Gaussian free fields
- Remarks on the range and multiple range of a random walk up to the time of exit
- Tightness for thick points in two dimensions
- Exceptional points of two-dimensional random walks at multiples of the cover time
- Critical Brownian multiplicative chaos
- Thick points for the Cauchy process
- Steep points of Gaussian free fields in any dimension
- Multiplicative chaos of the Brownian loop soup
- Heavy points of a \(d\)-dimensional simple random walk
- Planar Brownian motion and Gaussian multiplicative chaos
- Thick points for intersections of planar sample paths
- The geometry of random walk isomorphism theorems
- A Ray-Knight theorem for \(\nabla \phi\) interface models and scaling limits
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