Frequently visited sets for random walks

DOI10.1016/J.SPA.2005.04.003MaRDI QIDQ2567229zbMATH OpenOpenAlexFDO

Authors Endre Csáki, Zhan Shi, Antónia Földes, Pál Révész, Jay Rosen

Publication date 29 September 2005

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0412018

zbMATH Keywords

occupation measurestrong theorems

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55)

Abstract: We study the occupation measure of various sets for a symmetric transient random walk in $Z^d$ with finite variances. Let $m{u}_n^X(A)$ denote the occupation time of the set $A$ up to time $n$. It is shown that $su{p}_{xin{Z}^d}m{u}_n^X(x+A)/logn$ tends to a finite limit as $noinfty$. The limit is expressed in terms of the largest eigenvalue of a matrix involving the Green's function of $X$ restricted to the set $A$. Some examples are discussed and the connection to similar results for Brownian motion is given.

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Cites work

• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
• Green's Functions for Random Walks on Z^N
• scientific article; zbMATH DE number 3533576 (Why is no real title available?)
• scientific article; zbMATH DE number 3605460 (Why is no real title available?)
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• scientific article; zbMATH DE number 3383043 (Why is no real title available?)
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Cited in

(6)

• Thick points of random walk and the Gaussian free field
• On the behavior of random walk around heavy points
• Heavy points of a \(d\)-dimensional simple random walk
• Exponent for sets of frequently visited points of a simple random walk in two dimensions
• Favorite sites for simple random walk in two and more dimensions
• On the local times of transient random walks

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