The inner boundary of random walk range

DOI10.2969/JMSJ/06830939MaRDI QIDQ329645zbMATH OpenOpenAlexFDO

Authors Izumi Okada

Publication date 21 October 2016

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

Full work available at URL https://arxiv.org/abs/1407.2081

zbMATH Keywords

inner boundarylarge deviationsrandom walk rangestrong laws of large numbers

Mathematics Subject Classification ID

Large deviations (60F10) Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: In this paper, we deal with the inner boundary of random walk range, that is, the set of those points in a random walk range which have at least one neighbor site outside the range. If $L_n$ be the number of the inner boundary points of random walk range in the $n$ steps, we prove $li{m}_{noinfty}frac{L}_{n}n$ exists with probability one. Also, we obtain some large deviation result for transient walk. We find that the expectation of the number of the inner boundary points of simple random walk on two dimensionnal square lattice is of the same order as $fracn(logn{)}^2$.

Review text

For a delayed random walk in \(\mathbb{Z}^d\) with \(d\in\mathbb{N}\) having independent and identically distributed steps, denote by \(L_n\) the number of the inner boundary points of the random walk range in the \(n\) steps, that is, the number of points in the random walk range within the first \(n\) steps for which there exists at least one neighbor point (with respect to \(\mathbb{Z}^d\)) outside the range. Further, for \(p\in\mathbb{N}\), let \(J_n^{(p)}\) and \(J_n^p\) denote the number of the inner boundary points of the random walk range which are visited exactly \(p\) times and at least \(p\) times, respectively, within the first \(n\) steps. For any delayed random walk in \(\mathbb{Z}^d\) with \(d\in\mathbb{N}\), the author proves the strong laws of large numbers for \(L_n\), \(J_n^{(p)}\) and \(J_n^p\) as \(n\to\infty\). For any delayed random walk in \(\mathbb{Z}^d\) with \(d\geq 2\) satisfying a standard aperiodic condition, it is shown that the limit \(\psi(x):=\lim_{n\to\infty}n^{-1}\log\mathbb{P}\{L_n>nx\}\) exists for all \(x\in\mathbb{R}\), and some properties of the rate function \(\psi\) are discussed. For a delayed random walk in \(\mathbb{Z}^2\) with the steps taking values \((\pm 1,0)\) and \((0,\pm 1)\) with probabilities \(1/4\), it is proved that the limits \(\lim_{n\to\infty}n^{-1}(\log n)^2\mathbb{E}L_n\), \(\lim_{n\to\infty}n^{-1}(\log n)^2\mathbb{E}J_n^{(p)}\) and \(\lim_{n\to\infty}n^{-1}(\log n)^2\mathbb{E}J_n^p\) exist. Since the explicit values of the limits are unknown, the author finds upper and lower bounds for these values.

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Cited in

(6)

• Law of large numbers for the drift of the two-dimensional wreath product
• Capacity of the range in dimension 5
• The boundary of the range of a random walk and the Følner property
• Unions of random walk and percolation on infinite graphs
• Boundary of the range of transient random walk
• Frequently visited sites of the inner boundary of simple random walk range

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