On the range of a two-dimensional conditioned simple random walk
Abstract
We consider the two-dimensional simple random walk conditioned on never hitting the origin. This process is a Markov chain, namely it is the Doob -transform of the simple random walk with respect to the potential kernel. It is known to be transient and we show that it is "almost recurrent" in the sense that each infinite set is visited infinitely often, almost surely. We prove that, for a "large" set, the proportion of its sites visited by the conditioned walk is approximately a Uniform random variable. Also, given a set that does not "surround" the origin, we prove that a.s.\ there is an infinite number of 's such that is unvisited. These results suggest that the range of the conditioned walk has "fractal" behavior.
Cite
@article{arxiv.1804.00291,
title = {On the range of a two-dimensional conditioned simple random walk},
author = {Nina Gantert and Serguei Popov and Marina Vachkovskaia},
journal= {arXiv preprint arXiv:1804.00291},
year = {2019}
}
Comments
revised version, 23 pages, 3 figures; to appear in: The Annales Henri Lebesgue