English

Frequently visited sites of the inner boundary of simple random walk range

Probability 2016-02-19 v2

Abstract

This paper considers the question: how many times does a simple random walk revisit the most frequently visited site among the inner boundary points? It is known that in Z2{\mathbb{Z}}^2, the number of visits to the most frequently visited site among all of the points of the random walk range up to time nn is asymptotic to π1(logn)2\pi^{-1}(\log n)^2, while in Zd{\mathbb{Z}}^d (d3)(d\ge3), it is of order logn\log n. We prove that the corresponding number for the inner boundary is asymptotic to βdlogn\beta_d\log n for any d2d\ge2, where βd\beta_d is a certain constant having a simple probabilistic expression.

Keywords

Cite

@article{arxiv.1409.8368,
  title  = {Frequently visited sites of the inner boundary of simple random walk range},
  author = {Izumi Okada},
  journal= {arXiv preprint arXiv:1409.8368},
  year   = {2016}
}

Comments

Accepted for the publication in Stochastic processes and their applications