Thick points of random walk and the Gaussian free field
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Publication:2184591
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.
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Cited in
(20)- A limit law for the most favorite point of simple random walk on a regular tree
- Exceptional points of two-dimensional random walks at multiples of the cover time
- On thin local sets of the Gaussian free field
- A Ray-Knight theorem for \(\nabla \phi\) interface models and scaling limits
- Planar Brownian motion and Gaussian multiplicative chaos
- Critical Brownian multiplicative chaos
- Remarks on the range and multiple range of a random walk up to the time of exit
- Thick points for the Cauchy process
- Thick points of high-dimensional Gaussian free fields
- Steep points of Gaussian free fields in any dimension
- Thick points of the planar GFF are totally disconnected for all \(\gamma \neq 0\)
- Tightness for thick points in two dimensions
- Exceptional points of discrete-time random walks in planar domains
- Thick points for Gaussian free fields with different cut-offs
- Heavy points of a \(d\)-dimensional simple random walk
- The geometry of random walk isomorphism theorems
- Characterisation of planar Brownian multiplicative chaos
- Thick points for intersections of planar sample paths
- Thick points of the Gaussian free field
- Multiplicative chaos of the Brownian loop soup
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