Exceptional points of discrete-time random walks in planar domains

DOI10.1214/23-EJP988arXiv1911.11810MaRDI QIDQ6136838FDOQ6136838

Author name not available (Why is that?)

Publication date: 17 January 2024

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: Given a sequence of lattice approximations $D_{N}subsetmathbb{Z}^2$ of a bounded continuum domain $Dsubsetmathbb{R}^2$ with the vertices outside $D_N$ fused together into one boundary vertex $varrho$, we consider discrete-time simple random walks in $D_{N}cupvarrho$ run for a time proportional to the expected cover time and describe the scaling limit of the exceptional level sets of the thick, thin, light and avoided points. We show that these are distributed, up a spatially-dependent log-normal factor, as the zero-average Liouville Quantum Gravity measures in $D$. The limit law of the local time configuration at, and nearby, the exceptional points is determined as well. The results extend earlier work by the first two authors who analyzed the continuous-time problem in the parametrization by the local time at $varrho$. A novel uniqueness result concerning divisible random measures and, in particular, Gaussian Multiplicative Chaos, is derived as part of the proofs.

Full work available at URL: https://arxiv.org/abs/1911.11810

zbMATH Keywords

random walklocal timeGaussian multiplicative chaosexceptional pointsLiouville quantum gravityRay-Knight theoremthick points

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Fractals (28A80) Local time and additive functionals (60J55)

Cites Work

• On Gaussian multiplicative chaos
• Title not available (Why is that?)
• Title not available (Why is that?)
• Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk
• Late points for random walks in two dimensions
• Extreme local extrema of two-dimensional discrete Gaussian free field
• Entropic repulsion and the maximum of the two-dimensional harmonic crystal.
• Statistical properties of the set of sites visited by the two-dimensional random walk
• Threshold limits for cover times
• Extremes of the discrete two-dimensional Gaussian free field
• A Ray-Knight theorem for symmetric Markov processes.
• Extrema of the Two-Dimensional Discrete Gaussian Free Field
• Inverting Ray-Knight identity
• Full extremal process, cluster law and freezing for the two-dimensional discrete Gaussian free field
• Conformal symmetries in the extremal process of two-dimensional discrete Gaussian free field
• Characterisation of planar Brownian multiplicative chaos
• Planar Brownian motion and Gaussian multiplicative chaos
• Exponential concentration of cover times
• On pinned fields, interlacements, and random walk on \(({\mathbb {Z}}/N {\mathbb {Z}})^2\)
• On intermediate level sets of two-dimensional discrete Gaussian free field
• Geometric structures of late points of a two-dimensional simple random walk
• A scaling limit for the cover time of the binary tree
• Exceptional points of two-dimensional random walks at multiples of the cover time
• Exponents for the number of pairs of \(\alpha \)-favorite points of a simple random walk in \(\mathbb{Z}^2\)
• Title not available (Why is that?)

This page was built for publication: Exceptional points of discrete-time random walks in planar domains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6136838)