Electronic Journal of Probability

Thick points of random walk and the Gaussian free field

Antoine Jego

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Abstract

We consider the thick points of random walk, i.e. points where the local time is a fraction of the maximum. In two dimensions, we answer a question of [19] and compute the number of thick points of planar random walk, assuming that the increments are symmetric and have a finite moment of order two. The proof provides a streamlined argument based on the connection to the Gaussian free field and works in a very general setting including isoradial graphs. In higher dimensions, we study the scaling limit of the set of thick points. In particular, we show that the rescaled number of thick points converges to a nondegenerate random variable and that the centred maximum of the local times converges to a randomly shifted Gumbel distribution.

Article information

Source
Electron. J. Probab., Volume 25 (2020), paper no. 32, 39 pp.

Dates
Received: 15 November 2018
Accepted: 13 February 2020
First available in Project Euclid: 28 February 2020

Permanent link to this document
https://projecteuclid.org/euclid.ejp/1582858936

Digital Object Identifier
doi:10.1214/20-EJP433

Subjects
Primary: 60J55: Local time and additive functionals 60J65: Brownian motion [See also 58J65]

Keywords
Thick points local time random walk Gaussian free field

Rights
Creative Commons Attribution 4.0 International License.

Citation

Jego, Antoine. Thick points of random walk and the Gaussian free field. Electron. J. Probab. 25 (2020), paper no. 32, 39 pp. doi:10.1214/20-EJP433. https://projecteuclid.org/euclid.ejp/1582858936


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