{"title":"平面域上离散时间随机行走的异常点","authors":"Yoshihiro Abe, Marek Biskup, Sangchul Lee","doi":"10.1214/23-ejp988","DOIUrl":null,"url":null,"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.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":"9 1","pages":"0"},"PeriodicalIF":1.3000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"Exceptional points of discrete-time random walks in planar domains\",\"authors\":\"Yoshihiro Abe, Marek Biskup, Sangchul Lee\",\"doi\":\"10.1214/23-ejp988\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":50538,\"journal\":{\"name\":\"Electronic Journal of Probability\",\"volume\":\"9 1\",\"pages\":\"0\"},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Electronic Journal of Probability\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1214/23-ejp988\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Electronic Journal of Probability","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/23-ejp988","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Exceptional points of discrete-time random walks in planar domains
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.
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.