Electronic Journal of Probability
- Electron. J. Probab.
- Volume 25 (2020), paper no. 32, 39 pp.
Thick points of random walk and the Gaussian free field
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  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.
Electron. J. Probab., Volume 25 (2020), paper no. 32, 39 pp.
Received: 15 November 2018
Accepted: 13 February 2020
First available in Project Euclid: 28 February 2020
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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