English

On the range of a two-dimensional conditioned simple random walk

Probability 2019-05-15 v2

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 hh-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[0,1][0,1] random variable. Also, given a set GR2G\subset\mathbb{R}^2 that does not "surround" the origin, we prove that a.s.\ there is an infinite number of kk's such that kGZ2kG\cap \mathbb{Z}^2 is unvisited. These results suggest that the range of the conditioned walk has "fractal" behavior.

Keywords

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

R2 v1 2026-06-23T01:10:46.878Z