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2020 Thick points of random walk and the Gaussian free field
Antoine Jego
Electron. J. Probab. 25(none): 1-39 (2020). DOI: 10.1214/20-EJP433

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.

Citation

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Antoine Jego. "Thick points of random walk and the Gaussian free field." Electron. J. Probab. 25 1 - 39, 2020. https://doi.org/10.1214/20-EJP433

Information

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

zbMATH: 1441.60036
MathSciNet: MR4073693
Digital Object Identifier: 10.1214/20-EJP433

Subjects:
Primary: 60J55, 60J65

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