Extremes of local times for simple random walks on symmetric trees
Probability
2017-03-08 v2
Abstract
We consider local times of the simple random walk on the -ary tree of depth and study a point process which encodes the location of the vertex with the maximal local time and the properly centered maximum over leaves of each subtree of depth rooted at the level, where satisfies and . We show that the point process weakly converges to a Cox process with intensity measure , where is a constant and is a random measure on which has the same law as the limit of a critical random multiplicative cascade measure up to a scale factor. As a corollary, we establish convergence in law of the maximum of local times over leaves to a randomly shifted Gumbel distribution.
Keywords
Cite
@article{arxiv.1603.09047,
title = {Extremes of local times for simple random walks on symmetric trees},
author = {Yoshihiro Abe},
journal= {arXiv preprint arXiv:1603.09047},
year = {2017}
}
Comments
48 pages, Update: several minor corrections, new proof for Lemma 2.1