English

Remarks on the range and multiple range of random walk up to the time of exit

Probability 2020-03-25 v2

Abstract

We consider the scaling behavior of the range and pp-multiple range, that is the number of points visited and the number of points visited exactly p1p\geq 1 times, of simple random walk on Zd{\mathbb Z}^d, for dimensions d2d\geq 2, up to time of exit from a domain DND_N of the form DN=NDD_N = ND where DRdD\subset {\mathbb R}^d, as NN\uparrow\infty. Recent papers have discussed connections of the range and related statistics with the Gaussian free field, identifying in particular that the distributional scaling limit for the range, in the case DD is a cube in d3d\geq 3, is proportional to the exit time of Brownian motion. The purpose of this note is to give a concise, different argument that the scaled range and multiple range, in a general setting in d2d\geq 2, both weakly converge to proportional exit times of Brownian motion from DD, and that the corresponding limit moments are `polyharmonic', solving a hierarchy of Poisson equations.

Keywords

Cite

@article{arxiv.2003.07960,
  title  = {Remarks on the range and multiple range of random walk up to the time of exit},
  author = {Thomas Doehrman and Sunder Sethuraman and Shankar C. Venkataramani},
  journal= {arXiv preprint arXiv:2003.07960},
  year   = {2020}
}

Comments

11 pages, 1 figure; updated intro and references