Exceptional points of discrete-time random walks in planar domains

IF 1.3 3区 数学 Q2 STATISTICS & PROBABILITY
Yoshihiro Abe, Marek Biskup, Sangchul Lee
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引用次数: 5

Abstract

Given a sequence of lattice approximations DN⊂Z2 of a bounded continuum domain D⊂R2 with the vertices outside DN fused together into one boundary vertex ϱ, we consider discrete-time simple random walks on DN∪{ϱ} run for a time proportional to the expected cover time and describe the scaling limit of the exceptional level sets of the thick, thin, light and avoided points. We show that these are distributed, up a spatially-dependent log-normal factor, as the zero-average Liouville Quantum Gravity measures in D. The limit law of the local time configuration at, and nearby, the exceptional points is determined as well. The results extend earlier work by the first two authors who analyzed the continuous-time problem in the parametrization by the local time at ϱ. A novel uniqueness result concerning divisible random measures and, in particular, Gaussian Multiplicative Chaos, is derived as part of the proofs.
平面域上离散时间随机行走的异常点
给定一个有界连续域D∧R2的晶格近似序列DN∧Z2,其中DN以外的顶点融合在一起形成一个边界顶点ϱ,我们考虑在DN∪{ϱ}上运行与期望覆盖时间成比例的时间,并描述厚、薄、轻和避免点的异常水平集的缩放极限。我们证明了这些是分布的,在空间依赖的对数正态因子上,正如零平均刘维尔量子引力在d中测量的那样。在异常点处和附近的局部时间配置的极限律也被确定。该结果扩展了前两位作者的早期工作,他们分析了连续时间问题中的局部时间参数化ϱ。作为证明的一部分,导出了一个关于可整除随机测度,特别是高斯乘性混沌的唯一性结果。
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来源期刊
Electronic Journal of Probability
Electronic Journal of Probability 数学-统计学与概率论
CiteScore
1.80
自引率
7.10%
发文量
119
审稿时长
4-8 weeks
期刊介绍: The Electronic Journal of Probability publishes full-size research articles in probability theory. The Electronic Communications in Probability (ECP), a sister journal of EJP, publishes short notes and research announcements in probability theory. Both ECP and EJP are official journals of the Institute of Mathematical Statistics and the Bernoulli society.
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