Topics and problems on favorite sites of random walks

zbMATH Open1367.60049arXiv1606.03787MaRDI QIDQ5267638FDOQ5267638

Izumi Okada

Publication date: 13 June 2017

Abstract: In this article, we study special points of a simple random walk and a Gaussian free field, such as (nearly) favorite points, late points and high points. In section $2$, we extend results of [19] and suggest open problems for $d=2$. In section $3$, we give a survey on the geometric structures of (nearly) favorite points and late points of a simple random walk and high points of a Gaussian free field in two dimension.

Full work available at URL: https://arxiv.org/abs/1606.03787

zbMATH Keywords

Gaussian free fieldfavorite pointlate pointhigh pointsimple ranodm walk

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Sums of independent random variables; random walks (60G50)

Cited In (3)

• Favourite sites of simple random walk
• Large favourite sites of simple random walk and the Wiener process
• Three favorite sites occurs infinitely often for one-dimensional simple random walk

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