A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk

DOI10.1090/TRAN/7399MaRDI QIDQ4645093zbMATH OpenOpenAlexFDO

Authors Christian Beneš

Publication date 10 January 2019

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1302.2971

zbMATH Keywords

symmetric simple random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55)

Abstract: We derive a local limit theorem for normal, moderate, and large deviations for symmetric simple random walk on the square lattice in dimensions one and two that is an improvement of existing results for points that are particularly distant from the walk's starting point. More specifically, we give explicit asymptotic expressions in terms of $n$ and $x$, where $x$ is thought of as dependent on $n$, in dimensions one and two for $P(S_n=x)$, the probability that symmetric simple random walk $S$ started at the origin is at some point $x$ at time $n$, that are valid for all $x$. We also show that the behavior of planar symmetric simple random walk differs radically from that of planar standard Brownian motion outside of the disk of radius $n^{3/4}$, where the random walk ceases to be approximately rotationally symmetric. Indeed, if $n^{3/4}=o(|S_n|)$, $S_n$ is more likely to be found along the coordinate axes. In this paper, we give a description of how the transition from approximate rotational symmetry to complete concentration of $S$ along the coordinate axes occurs.

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Cited in

(3)

• Classification of scaling limits of uniform quadrangulations with a boundary
• Long time asymptotics of non-symmetric random walks on crystal lattices
• On the large deviations rate function for symmetric simple random walk in dimension \(d \in \mathbb{Z}_+\)

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