Open Access
2023 Exceptional points of discrete-time random walks in planar domains
Yoshihiro Abe, Marek Biskup, Sangchul Lee
Author Affiliations +
Electron. J. Probab. 28: 1-45 (2023). DOI: 10.1214/23-EJP988

Abstract

Given a sequence of lattice approximations DNZ2 of a bounded continuum domain DR2 with the vertices outside DN fused together into one boundary vertex ϱ, we consider discrete-time simple random walks on DN{ϱ} run for a time proportional to the expected cover time and describe the scaling limit of the exceptional level sets of the thick, thin, light and avoided points. We show that these are distributed, up a spatially-dependent log-normal factor, as the zero-average Liouville Quantum Gravity measures in D. The limit law of the local time configuration at, and nearby, the exceptional points is determined as well. The results extend earlier work by the first two authors who analyzed the continuous-time problem in the parametrization by the local time at ϱ. A novel uniqueness result concerning divisible random measures and, in particular, Gaussian Multiplicative Chaos, is derived as part of the proofs.

Acknowledgments

This project has been supported in part by the NSF award DMS-1712632 and GAČR project P201/16-15238S. The first author has been supported in part by JSPS KAKENHI, Grant-in-Aid for Early-Career Scientists 18K13429 and 22K13927. We appreciate detailed comments from a referee that led to improvements in precision and presentation.

Citation

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Yoshihiro Abe. Marek Biskup. Sangchul Lee. "Exceptional points of discrete-time random walks in planar domains." Electron. J. Probab. 28 1 - 45, 2023. https://doi.org/10.1214/23-EJP988

Information

Received: 11 June 2020; Accepted: 30 June 2023; Published: 2023
First available in Project Euclid: 6 November 2023

MathSciNet: MR4529085
Digital Object Identifier: 10.1214/23-EJP988

Subjects:
Primary: 28A80 , 60G70 , 60J55

Keywords: exceptional points , Gaussian multiplicative chaos , Liouville quantum gravity , Local time , Random walk , Ray-Knight theorem , Thick points

Vol.28 • 2023
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