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We obtain the leading orders of the maximum and the minimum of local times for the simple random walk on the two-dimensional torus at time proportional to the cover time. We also estimate the number of points with large (or small) values of…

Probability · Mathematics 2014-10-22 Yoshihiro Abe

We study exceptional sets of the local time of the continuous-time simple random walk in scaled-up (by $N$) versions $D_N\subseteq \mathbb Z^2$ of bounded open domains $D\subseteq \mathbb R^2$. Upon exit from $D_N$, the walk lands on a…

Probability · Mathematics 2023-10-05 Yoshihiro Abe , Marek Biskup

Consider a symmetric aperiodic random walk in $Z^d$, $d\geq 3$. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show…

Probability · Mathematics 2007-05-23 Endre Csáki , Antónia Földes , Pál Révész

In this article, we study special points of a simple random walk and a Gaussian free field, such as (nearly) favorite points, late points and high points. In section $2$, we extend results of [19] and suggest open problems for $d=2$. In…

Probability · Mathematics 2016-06-14 Izumi Okada

We continue the study of the maximum of the scale-inhomogeneous discrete Gaussian free field in dimension two. In this paper, we consider the regime of weak correlations and prove the convergence in law of the centred maximum to a randomly…

Probability · Mathematics 2020-10-05 Maximilian Fels , Lisa Hartung

We consider the problem, as suggested by Dembo ($2003$, $2006$), of late points of a simple random walk in two dimensions. It has been shown that the exponents for the numbers of pairs of late points coincide with those of nearly favorite…

Probability · Mathematics 2019-02-19 Izumi Okada

Given a sequence of lattice approximations $D_N\subset\mathbb Z^2$ of a bounded continuum domain $D\subset\mathbb R^2$ with the vertices outside $D_N$ fused together into one boundary vertex $\varrho$, we consider discrete-time simple…

Probability · Mathematics 2024-03-05 Yoshihiro Abe , Marek Biskup , Sangchul Lee

We consider point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the largest extremes of these random walks. We show convergence of the maximum random walk to the Gumbel or the…

Probability · Mathematics 2020-11-10 Thomas Mikosch , Jorge Yslas

This work aims to extend the existing results on thick points of logarithmic-correlated Gaussian Free Fields to Gaussian random fields that are more singular. To be specific, we adopt a sphere averaging regularization to study…

Probability · Mathematics 2015-12-23 Linan Chen

In this paper, we study a transient spatially inhomogeneous random walk with asymptotically zero drifts on the lattice of the positive half line. We give criteria for the finiteness of the number of points having exactly the same local time…

Probability · Mathematics 2024-06-04 Hua-Ming Wang

A connection is made between the random turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymmeteric version…

Combinatorics · Mathematics 2007-05-23 P. J. Forrester

We investigate a problem suggested by Dembo, Peres, Rosen, and Zeitouni, which states that the growth exponent of favorite points associated with a simple random walk in ${\mathbb Z}^2$ coincides, on average and almost surely, with those of…

Probability · Mathematics 2019-02-19 Izumi Okada

We consider discrete Gaussian free fields with ergodic random conductances on a class of random subgraphs of $\mathbb{Z}^{d}$, $d \geq 2$, including i.i.d.\ supercritical percolation clusters, where the conductances are possibly unbounded…

Probability · Mathematics 2025-08-26 Sebastian Andres , Martin Slowik , Anna-Lisa Sokol

We study the maximal displacement of branching random walks in a class of time inhomogeneous environments. Specifically, binary branching random walks with Gaussian increments will be considered, where the variances of the increments change…

Probability · Mathematics 2011-12-07 Ofer Zeitouni , Ming Fang

We consider the maximum of the discrete two dimensional Gaussian free field in a box, and prove the existence of a (dense) deterministic subsequence along which the maximum, centered at its mean, is tight; this still leaves open the…

Probability · Mathematics 2010-06-29 Erwin Bolthausen , Jean-Dominique Deuschel , Ofer Zeitouni

Consider an arbitrary transient random walk on $\Z^d$ with $d\in\N$. Pick $\alpha\in[0,\infty)$ and let $L_n(\alpha)$ be the spatial sum of the $\alpha$-th power of the $n$-step local times of the walk. Hence, $L_n(0)$ is the range,…

Probability · Mathematics 2008-05-07 Mathias Becker , Wolfgang Konig

Let $L_n^{X}(x)$ denote the number of visits to $x \in {\bf Z}^2$ of the simple planar random walk $X$, up till step $n$. Let $X'$ be another simple planar random walk independent of $X$. We show that for any $0<b<1/(2 \pi)$, there are…

Probability · Mathematics 2007-05-23 Amir Dembo , Yuval peres , Jay Rosen , Ofer Zeitouni

The classical random walk isomorphism theorems relate the local times of a continuous-time random walk to the square of a Gaussian free field. A Gaussian free field is a spin system that takes values in Euclidean space, and this article…

Probability · Mathematics 2023-10-12 Roland Bauerschmidt , Tyler Helmuth , Andrew Swan

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

Statistical Mechanics · Physics 2021-09-27 Takashi Odagaki

We study the asymptotic probability that a random walk with heavy-tailed increments crosses a high boundary on a random time interval. We use new techniques to extend results of Asmussen [Ann. Appl. Probab. 8 (1998) 354-374] to completely…

Probability · Mathematics 2017-11-29 Sergey Foss , Zbigniew Palmowski , Stan Zachary
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