Limit theorems for random walk excursion conditioned to enclose a typical area

DOI10.1112/JLMS.12283zbMATH Open1465.60029arXiv1709.06448OpenAlexW3103047734WikidataQ126976827 ScholiaQ126976827MaRDI QIDQ3296752FDOQ3296752

Nicolas Pétrélis, Philippe Carmona

Publication date: 1 July 2020

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Abstract: We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to zero and a finite fourth moment. This result complements the work of citep{DKW13} where local central limit theorems are provided for the geometric area of the excursion of a symmetric random walk with finite second moments. Our result turns out to be a key tool to derive the scaling limit of the emph{Interacting Partially-Directed Self-Avoiding Walk} at criticality which is the object of a companion paper citep{CarPet17a}. This requires to derive a reinforced version of our result in the case of a random walk with Laplace symmetric increments.

Full work available at URL: https://arxiv.org/abs/1709.06448

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zbMATH Keywords

random walkfunctional central limit theoremLaplace symmetric increments

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

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Cited In (2)

• A shape theorem for the scaling limit of the IPDSAW at criticality
• Fluctuations of shapes of large areas under paths of random walks

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