English

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 bb-ary tree of depth nn 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 rnr_n rooted at the (nrn)(n-r_n) level, where (rn)n1(r_n)_{n \geq 1} satisfies limnrn=\lim_{n \to \infty} r_n = \infty and limnrn/n[0,1)\lim_{n \to \infty} r_n/n \in [0, 1). We show that the point process weakly converges to a Cox process with intensity measure αZ(dx)e2logb ydy\alpha Z_{\infty} (dx) \otimes e^{-2\sqrt{\log b}~y}dy, where α>0\alpha > 0 is a constant and ZZ_{\infty} is a random measure on [0,1][0, 1] 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