Chen-Stein method for the uncovered set of random walk on Z_n^d for d 3

DOI10.1214/20-ECP331MaRDI QIDQ2201533zbMATH OpenOpenAlexFDO

Publication date 29 September 2020

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.05581, https://projecteuclid.org/euclid.ecp/1596765668

random walk uncovered set late points GFF Chen-Stein

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Abstract: Let

X

be a simple random walk on

m a t h b b Z_{n}^{d}

with

d g e q 3

and let

t_{m c o v}

be the expected cover time. We consider the set of points

m a t h c a l U_{a} l p h a

of

m a t h b b Z_{n}^{d}

that have not been visited by the walk by time

a l p h a t_{m c o v}

for

a l p h a i n (0, 1)

. It was shown in [MS17] that there exists

a l p h a_{1} (d) i n (0, 1)

such that for all

a l p h a > a l p h a_{1} (d)

the total variation distance between the law of the set

m a t h c a l U_{a} l p h a

and an i.i.d. sequence of Bernoulli random variables indexed by

m a t h b b Z_{n}^{d}

with success probability

n^{- a l p h a d}

tends to

0

as

n o i n f t y

. In [MS17] the constant

a l p h a_{1} (d)

converges to

1

as

d o i n f t y

. In this short note using the Chen--Stein method and a concentration result for Markov chains of Lezaud we greatly simplify the proof of [MS17] and find a constant

a l p h a_{1} (d)

which converges to

3 / 4

as

d o i n f t y

.

Recommendations

Cites work

Cited in

(1)

On covering paths with 3 dimensional random walk

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