English

Frequently visited sets for random walks

Probability 2007-05-23 v1

Abstract

We study the occupation measure of various sets for a symmetric transient random walk in ZdZ^d with finite variances. Let μnX(A)\mu^X_n(A) denote the occupation time of the set AA up to time nn. It is shown that supxZdμnX(x+A)/logn\sup_{x\in Z^d}\mu_n^X(x+A)/\log n tends to a finite limit as nn\to\infty. The limit is expressed in terms of the largest eigenvalue of a matrix involving the Green's function of XX restricted to the set AA. Some examples are discussed and the connection to similar results for Brownian motion is given.

Keywords

Cite

@article{arxiv.math/0412018,
  title  = {Frequently visited sets for random walks},
  author = {Endre Csáki and Antónia Földes and Pál Révész and Jay Rosen and Zhan Shi},
  journal= {arXiv preprint arXiv:math/0412018},
  year   = {2007}
}

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19 pages