English

Exceptional points of two-dimensional random walks at multiples of the cover time

Probability 2023-10-05 v2 Mathematical Physics math.MP

Abstract

We study exceptional sets of the local time of the continuous-time simple random walk in scaled-up (by NN) versions DNZ2D_N\subseteq \mathbb Z^2 of bounded open domains DR2D\subseteq \mathbb R^2. Upon exit from DND_N, the walk lands on a "boundary vertex" and then reenters DND_N through a random boundary edge in the next step. In the parametrization by the local time at the "boundary vertex" we prove that, at times corresponding to a θ\theta-multiple of the cover time of DND_N, the sets of suitably defined λ\lambda-thick (i.e., heavily visited) and λ\lambda-thin (i.e., lightly visited) points are, as NN\to\infty, distributed according to the Liouville Quantum Gravity ZλDZ^D_\lambda with parameter λ\lambda-times the critical value. For θ<1\theta<1, also the set of avoided vertices (a.k.a. late points) and the set where the local time is of order unity are distributed according to ZθDZ^D_{\sqrt\theta}. The local structure of the exceptional sets is described as well, and is that of a pinned Discrete Gaussian Free Field for the thick and thin points and that of random-interlacement occupation-time field for the avoided points. The results demonstrate universality of the Gaussian Free Field for these extremal problems.

Keywords

Cite

@article{arxiv.1903.04045,
  title  = {Exceptional points of two-dimensional random walks at multiples of the cover time},
  author = {Yoshihiro Abe and Marek Biskup},
  journal= {arXiv preprint arXiv:1903.04045},
  year   = {2023}
}

Comments

48 pages, 5 figures