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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…

概率论 · 数学 2016-06-14 Izumi Okada

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…

概率论 · 数学 2019-02-19 Izumi Okada

We consider the thick points of random walk, i.e. points where the local time is a fraction of the maximum. In two dimensions, we answer a question of Dembo, Peres, Rosen and Zeitouni and compute the number of thick points of planar random…

概率论 · 数学 2020-03-02 Antoine Jego

On the trace of a discrete-time simple random walk on $\mathbb{Z}^d$ for $d\geq 2$, we consider the evolution of favorite sites, i.e., sites that achieve the maximal local time at a certain time. For $d=2$, we show that almost surely three…

概率论 · 数学 2025-11-13 Chenxu Hao , Xinyi Li , Izumi Okada , Yushu Zheng

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…

概率论 · 数学 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…

概率论 · 数学 2023-10-05 Yoshihiro Abe , Marek Biskup

The structure of Gaussian random fields over high levels is a well researched and well understood area, particularly if the field is smooth. However, the question as to whether or not two or more points which lie in an excursion set belong…

概率论 · 数学 2014-04-01 Robert J. Adler , Elina Moldavskaya , Gennady Samorodnitsky

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…

概率论 · 数学 2007-05-23 Endre Csáki , Antónia Földes , Pál Révész

We define the model of two-dimensional random interlacements using simple random walk trajectories conditioned on never hitting the origin, and then obtain some properties of this model. Also, for random walk on a large torus conditioned on…

概率论 · 数学 2019-05-28 Francis Comets , Serguei Popov , Marina Vachkovskaia

A certain class of directed metric graphs is considered. Asymptotics for a number of possible endpoints of a random walk at large times is found.

组合数学 · 数学 2021-12-22 Vsevolod Chernyshev , Anton Tolchennikov

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

We present several refinements on the fluctuations of sequences of random vectors (with values in the Euclidean space $\mathbb{R}^d$) which converge after normalization to a multidimensional Gaussian distribution. More precisely we refine…

概率论 · 数学 2022-03-04 Pierre-Loïc Méliot , Ashkan Nikeghbali

For a symmetric random walk in $Z^2$ which does not necessarily have bounded jumps we study those points which are visited an unusually large number of times. We prove the analogue of the Erd\H{o}s-Taylor conjecture and obtain the…

概率论 · 数学 2007-05-23 Richard F. Bass , Jay Rosen

We consider the proportion of generalized visible lattice points in the plane visited by random walkers. Our work concerns the visible lattice points in random walks in three aspects: (1) generalized visibility along curves; (2) one random…

数论 · 数学 2020-09-09 Kui Liu , Xianchang Meng

We perform a Monte Carlo simulation of two-dimensional N-step interacting self-avoiding walks at the theta point, with lengths up to N=3200. We compute the critical exponents, verifying the Coulomb-gas predictions, the theta-point…

软凝聚态物质 · 物理学 2015-03-17 Sergio Caracciolo , Marco Gherardi , Mauro Papinutto , Andrea Pelissetto

These lecture notes offer a gentle introduction to the two-dimensional Discrete Gaussian Free Field with particular attention paid to the scaling limits of the level sets at heights proportional to the absolute maximum. The bulk of the text…

概率论 · 数学 2020-01-06 Marek Biskup

We consider transient nearest neighbor random walks on the positive part of the real line. We give criteria for the finiteness of the number of cutpoints and strong cutpoints. Examples and open problems are presented.

概率论 · 数学 2008-12-17 Endre Csáki , Antónia Földes , Pál Révész

We survey recent results on some one- and two-dimensional patterns generated by random permutations of natural numbers. In the first part, we discuss properties of random walks, evolving on a one-dimensional regular lattice in discrete time…

统计力学 · 物理学 2009-11-11 G. Oshanin , R. Voituriez , S. Nechaev , O. Vasilyev , F. Hivert

The following random process on $\Z^4$ is studied. At first visit to a site, the two first coordinates perform a (2-dimensional) simple random walk step. At further visits, it is the last two coordinates which perform a simple random walk…

概率论 · 数学 2010-09-06 Itai Benjamini , Gady Kozma , Bruno Schapira

Consider a transient near-critical (1,2) random walk on the positive half line. We give a criteria for the finiteness of the number of the skipped points (the points never visited) by the random walk. This result generalizes (partially) the…

概率论 · 数学 2017-07-21 Hua-Ming Wang
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