A limit law for the most favorite point of simple random walk on a regular tree

DOI10.1214/23-AOP1644MaRDI QIDQ6151949zbMATH OpenOpenAlexFDO

Authors M. Biskup, Oren Louidor

Publication date 11 March 2024

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2111.09513, https://projecteuclid.org/journals/annals-of-probability/volume-52/issue-2/A-limit-law-for-the-most-favorite-point-of-simplerandom/10.1214/23-AOP1644.full

zbMATH Keywords

random walkextremal valuemultiplicative chaosfavorite point

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Random walks on graphs (05C81)

Abstract: We consider a continuous-time random walk on a regular tree of finite depth and study its favorite points among the leaf vertices. For the walk started from a leaf vertex and stopped upon hitting the root we prove that, in the limit as as the depth of the tree tends to infinity, the suitably scaled and centered maximal time spent at any leaf converges to a randomly-shifted Gumbel law. The random shift is characterized using a derivative-martingale like object associated with square-root local-time process on the tree.

Recommendations

• Extremes of local times for simple random walks on symmetric trees
• scientific article; zbMATH DE number 3953992
• Favorite sites of randomly biased walks on a supercritical Galton-Watson tree
• No more than three favorite sites for simple random walk
• Limit law for the cover time of a random walk on a binary tree

Cites work

• scientific article; zbMATH DE number 3069511 (Why is no real title available?)
• A Ray-Knight theorem for symmetric Markov processes.
• A scaling limit for the cover time of the binary tree
• Asymptotics of cover times via Gaussian free fields: bounded-degree graphs and general trees
• Barrier estimates for a critical Galton-Watson process and the cover time of the binary tree
• Branching Brownian motion seen from its tip
• Characterisation of planar Brownian multiplicative chaos
• Conformal symmetries in the extremal process of two-dimensional discrete Gaussian free field
• Convergence in law for the branching random walk seen from its tip
• Convergence in law of the maximum of nonlattice branching random walk
• Convergence in law of the maximum of the two-dimensional discrete Gaussian free field
• Convergence in law of the minimum of a branching random walk
• Convergence of solutions of the Kolmogorov equation to travelling waves
• Convergence of the centered maximum of log-correlated Gaussian fields
• Critical Brownian multiplicative chaos
• Exceptional points of two-dimensional random walks at multiples of the cover time
• Exponential concentration of cover times
• Extrema of the two-dimensional discrete Gaussian free field
• Extreme local extrema of two-dimensional discrete Gaussian free field
• Extremes of local times for simple random walks on symmetric trees
• Extremes of the 2d scale-inhomogeneous discrete Gaussian free field: convergence of the maximum in the regime of weak correlations
• Extremes of the two-dimensional Gaussian free field with scale-dependent variance
• Full extremal process, cluster law and freezing for the two-dimensional discrete Gaussian free field
• Gaussian and non-Gaussian random fields associated with Markov processes
• Genealogy of extremal particles of branching Brownian motion
• Intersection local time for points of infinite multiplicity
• Lower deviation and moderate deviation probabilities for maximum of a branching random walk
• Maximal displacement of branching brownian motion
• Maximum and minimum of local times for two-dimensional random walk
• Measure change in multitype branching
• Multiplicative chaos of the Brownian loop soup
• On Distributions of Certain Wiener Functionals
• On intermediate level sets of two-dimensional discrete Gaussian free field
• Planar Brownian motion and Gaussian multiplicative chaos
• Points of infinite multiplicity of planar Brownian motion: measures and local times
• Poissonian statistics in the extremal process of branching Brownian motion
• Some problems concerning the structure of random walk paths
• The extremal process of branching Brownian motion
• The maximum of the four-dimensional membrane model
• The structure of extreme level sets in branching Brownian motion
• Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk
• Thick points of random walk and the Gaussian free field
• Tightness for thick points in two dimensions

This page was built for publication: A limit law for the most favorite point of simple random walk on a regular tree

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6151949)