Exceptional points of two-dimensional random walks at multiples of the cover time
We study exceptional sets of the local time of the continuous-time simple random walk in scaled-up (by N ) versions D N ⊆ Z 2 of bounded open domains D ⊆ R 2 . Upon exit from D N , the walk lands on a “boundary vertex” and then reenters D N through a random boundary edge in the next step. In the...
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creator | Abe, Yoshihiro Biskup, Marek |
description | We study exceptional sets of the local time of the continuous-time simple random walk in scaled-up (by
N
) versions
D
N
⊆
Z
2
of bounded open domains
D
⊆
R
2
. Upon exit from
D
N
, the walk lands on a “boundary vertex” and then reenters
D
N
through a random boundary edge in the next step. In the parametrization by the local time at the “boundary vertex” we prove that, at times corresponding to a
θ
-multiple of the cover time of
D
N
, the sets of suitably defined
λ
-thick (i.e., heavily visited) and
λ
-thin (i.e., lightly visited) points are, as
N
→
∞
, distributed according to the Liouville Quantum Gravity
Z
λ
D
with parameter
λ
-times the critical value. For
θ
<
1
, also the set of avoided vertices (a.k.a. late points) and the set where the local time is of order unity are distributed according to
Z
θ
D
. The local structure of the exceptional sets is described as well, and is that of a pinned Discrete Gaussian Free Field for the thick and thin points and that of random-interlacement occupation-time field for the avoided points. The results demonstrate universality of the Gaussian Free Field for these extremal problems. |
doi_str_mv | 10.1007/s00440-022-01113-4 |
format | Article |
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N
) versions
D
N
⊆
Z
2
of bounded open domains
D
⊆
R
2
. Upon exit from
D
N
, the walk lands on a “boundary vertex” and then reenters
D
N
through a random boundary edge in the next step. In the parametrization by the local time at the “boundary vertex” we prove that, at times corresponding to a
θ
-multiple of the cover time of
D
N
, the sets of suitably defined
λ
-thick (i.e., heavily visited) and
λ
-thin (i.e., lightly visited) points are, as
N
→
∞
, distributed according to the Liouville Quantum Gravity
Z
λ
D
with parameter
λ
-times the critical value. For
θ
<
1
, also the set of avoided vertices (a.k.a. late points) and the set where the local time is of order unity are distributed according to
Z
θ
D
. The local structure of the exceptional sets is described as well, and is that of a pinned Discrete Gaussian Free Field for the thick and thin points and that of random-interlacement occupation-time field for the avoided points. The results demonstrate universality of the Gaussian Free Field for these extremal problems.</description><identifier>ISSN: 0178-8051</identifier><identifier>EISSN: 1432-2064</identifier><identifier>DOI: 10.1007/s00440-022-01113-4</identifier><language>eng</language><publisher>Berlin/Heidelberg: Springer Berlin Heidelberg</publisher><subject>Apexes ; Economics ; Finance ; Insurance ; Management ; Mathematical and Computational Biology ; Mathematical and Computational Physics ; Mathematics ; Mathematics and Statistics ; Operations Research/Decision Theory ; Parameterization ; Probability ; Probability Theory and Stochastic Processes ; Quantitative Finance ; Quantum gravity ; Random walk ; Statistics for Business ; Theoretical</subject><ispartof>Probability theory and related fields, 2022-06, Vol.183 (1-2), p.1-55</ispartof><rights>The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2022</rights><rights>The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2022.</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c385t-e4daa5c8dae1ad91b5a7f8b95430dbde6dd07e2aab9aa896f75847b2d19a22be3</citedby><cites>FETCH-LOGICAL-c385t-e4daa5c8dae1ad91b5a7f8b95430dbde6dd07e2aab9aa896f75847b2d19a22be3</cites><orcidid>0000-0001-5560-6518</orcidid></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://link.springer.com/content/pdf/10.1007/s00440-022-01113-4$$EPDF$$P50$$Gspringer$$H</linktopdf><linktohtml>$$Uhttps://link.springer.com/10.1007/s00440-022-01113-4$$EHTML$$P50$$Gspringer$$H</linktohtml><link.rule.ids>314,777,781,27905,27906,41469,42538,51300</link.rule.ids></links><search><creatorcontrib>Abe, Yoshihiro</creatorcontrib><creatorcontrib>Biskup, Marek</creatorcontrib><title>Exceptional points of two-dimensional random walks at multiples of the cover time</title><title>Probability theory and related fields</title><addtitle>Probab. Theory Relat. Fields</addtitle><description>We study exceptional sets of the local time of the continuous-time simple random walk in scaled-up (by
N
) versions
D
N
⊆
Z
2
of bounded open domains
D
⊆
R
2
. Upon exit from
D
N
, the walk lands on a “boundary vertex” and then reenters
D
N
through a random boundary edge in the next step. In the parametrization by the local time at the “boundary vertex” we prove that, at times corresponding to a
θ
-multiple of the cover time of
D
N
, the sets of suitably defined
λ
-thick (i.e., heavily visited) and
λ
-thin (i.e., lightly visited) points are, as
N
→
∞
, distributed according to the Liouville Quantum Gravity
Z
λ
D
with parameter
λ
-times the critical value. For
θ
<
1
, also the set of avoided vertices (a.k.a. late points) and the set where the local time is of order unity are distributed according to
Z
θ
D
. The local structure of the exceptional sets is described as well, and is that of a pinned Discrete Gaussian Free Field for the thick and thin points and that of random-interlacement occupation-time field for the avoided points. The results demonstrate universality of the Gaussian Free Field for these extremal problems.</description><subject>Apexes</subject><subject>Economics</subject><subject>Finance</subject><subject>Insurance</subject><subject>Management</subject><subject>Mathematical and Computational Biology</subject><subject>Mathematical and Computational Physics</subject><subject>Mathematics</subject><subject>Mathematics and Statistics</subject><subject>Operations Research/Decision Theory</subject><subject>Parameterization</subject><subject>Probability</subject><subject>Probability Theory and Stochastic Processes</subject><subject>Quantitative Finance</subject><subject>Quantum gravity</subject><subject>Random walk</subject><subject>Statistics for Business</subject><subject>Theoretical</subject><issn>0178-8051</issn><issn>1432-2064</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2022</creationdate><recordtype>article</recordtype><sourceid>8G5</sourceid><sourceid>ABUWG</sourceid><sourceid>AFKRA</sourceid><sourceid>AZQEC</sourceid><sourceid>BENPR</sourceid><sourceid>CCPQU</sourceid><sourceid>DWQXO</sourceid><sourceid>GNUQQ</sourceid><sourceid>GUQSH</sourceid><sourceid>M2O</sourceid><recordid>eNp9kEtLxDAUhYMoOI7-AVcB19GbR19LGcYHDIig63DbpNqxbWqSOvrv7VjBnau7OOc7XD5CzjlccoDsKgAoBQyEYMA5l0wdkAVXUjABqTokC-BZznJI-DE5CWELAEIqsSCP68_KDrFxPbZ0cE0fA3U1jTvHTNPZPsyJx964ju6wfQsUI-3GNjZDa-fyq6WV-7Cexgk5JUc1tsGe_d4leb5ZP63u2Obh9n51vWGVzJPIrDKISZUbtBxNwcsEszovi0RJMKWxqTGQWYFYFoh5kdZZkqusFIYXKERp5ZJczLuDd--jDVFv3einZ4MWaSq5Etm0tSRiblXeheBtrQffdOi_NAe9V6dndXpSp3_U6T0kZyhM5f7F-r_pf6hvz_ZyuA</recordid><startdate>20220601</startdate><enddate>20220601</enddate><creator>Abe, Yoshihiro</creator><creator>Biskup, Marek</creator><general>Springer Berlin Heidelberg</general><general>Springer Nature B.V</general><scope>AAYXX</scope><scope>CITATION</scope><scope>3V.</scope><scope>7SC</scope><scope>7WY</scope><scope>7WZ</scope><scope>7XB</scope><scope>87Z</scope><scope>88I</scope><scope>8AL</scope><scope>8AO</scope><scope>8FD</scope><scope>8FE</scope><scope>8FG</scope><scope>8FK</scope><scope>8FL</scope><scope>8G5</scope><scope>ABJCF</scope><scope>ABUWG</scope><scope>AFKRA</scope><scope>ARAPS</scope><scope>AZQEC</scope><scope>BENPR</scope><scope>BEZIV</scope><scope>BGLVJ</scope><scope>CCPQU</scope><scope>DWQXO</scope><scope>FRNLG</scope><scope>F~G</scope><scope>GNUQQ</scope><scope>GUQSH</scope><scope>H8D</scope><scope>HCIFZ</scope><scope>JQ2</scope><scope>K60</scope><scope>K6~</scope><scope>K7-</scope><scope>L.-</scope><scope>L6V</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope><scope>M0C</scope><scope>M0N</scope><scope>M2O</scope><scope>M2P</scope><scope>M7S</scope><scope>MBDVC</scope><scope>P5Z</scope><scope>P62</scope><scope>PQBIZ</scope><scope>PQBZA</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>PTHSS</scope><scope>Q9U</scope><orcidid>https://orcid.org/0000-0001-5560-6518</orcidid></search><sort><creationdate>20220601</creationdate><title>Exceptional points of two-dimensional random walks at multiples of the cover time</title><author>Abe, Yoshihiro ; Biskup, Marek</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c385t-e4daa5c8dae1ad91b5a7f8b95430dbde6dd07e2aab9aa896f75847b2d19a22be3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2022</creationdate><topic>Apexes</topic><topic>Economics</topic><topic>Finance</topic><topic>Insurance</topic><topic>Management</topic><topic>Mathematical and Computational Biology</topic><topic>Mathematical and Computational Physics</topic><topic>Mathematics</topic><topic>Mathematics and Statistics</topic><topic>Operations Research/Decision Theory</topic><topic>Parameterization</topic><topic>Probability</topic><topic>Probability Theory and Stochastic Processes</topic><topic>Quantitative Finance</topic><topic>Quantum gravity</topic><topic>Random walk</topic><topic>Statistics for Business</topic><topic>Theoretical</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Abe, Yoshihiro</creatorcontrib><creatorcontrib>Biskup, Marek</creatorcontrib><collection>CrossRef</collection><collection>ProQuest Central (Corporate)</collection><collection>Computer and Information Systems Abstracts</collection><collection>ABI/INFORM Collection</collection><collection>ABI/INFORM Global (PDF only)</collection><collection>ProQuest Central (purchase pre-March 2016)</collection><collection>ABI/INFORM Global (Alumni Edition)</collection><collection>Science Database (Alumni Edition)</collection><collection>Computing Database (Alumni Edition)</collection><collection>ProQuest Pharma Collection</collection><collection>Technology Research Database</collection><collection>ProQuest SciTech Collection</collection><collection>ProQuest Technology Collection</collection><collection>ProQuest Central (Alumni) (purchase pre-March 2016)</collection><collection>ABI/INFORM Collection (Alumni Edition)</collection><collection>Research Library (Alumni Edition)</collection><collection>Materials Science & Engineering Collection</collection><collection>ProQuest Central (Alumni Edition)</collection><collection>ProQuest Central UK/Ireland</collection><collection>Advanced Technologies & Aerospace Collection</collection><collection>ProQuest Central Essentials</collection><collection>ProQuest Central</collection><collection>Business Premium Collection</collection><collection>Technology Collection</collection><collection>ProQuest One Community College</collection><collection>ProQuest Central Korea</collection><collection>Business Premium Collection (Alumni)</collection><collection>ABI/INFORM Global (Corporate)</collection><collection>ProQuest Central Student</collection><collection>Research Library Prep</collection><collection>Aerospace Database</collection><collection>SciTech Premium Collection</collection><collection>ProQuest Computer Science Collection</collection><collection>ProQuest Business Collection (Alumni Edition)</collection><collection>ProQuest Business Collection</collection><collection>Computer Science Database</collection><collection>ABI/INFORM Professional Advanced</collection><collection>ProQuest Engineering Collection</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><collection>ABI/INFORM Global</collection><collection>Computing Database</collection><collection>Research Library</collection><collection>Science Database</collection><collection>Engineering Database</collection><collection>Research Library (Corporate)</collection><collection>Advanced Technologies & Aerospace Database</collection><collection>ProQuest Advanced Technologies & Aerospace Collection</collection><collection>ProQuest One Business</collection><collection>ProQuest One Business (Alumni)</collection><collection>ProQuest One Academic Eastern Edition (DO NOT USE)</collection><collection>ProQuest One Academic</collection><collection>ProQuest One Academic UKI Edition</collection><collection>Engineering Collection</collection><collection>ProQuest Central Basic</collection><jtitle>Probability theory and related fields</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Abe, Yoshihiro</au><au>Biskup, Marek</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Exceptional points of two-dimensional random walks at multiples of the cover time</atitle><jtitle>Probability theory and related fields</jtitle><stitle>Probab. Theory Relat. Fields</stitle><date>2022-06-01</date><risdate>2022</risdate><volume>183</volume><issue>1-2</issue><spage>1</spage><epage>55</epage><pages>1-55</pages><issn>0178-8051</issn><eissn>1432-2064</eissn><abstract>We study exceptional sets of the local time of the continuous-time simple random walk in scaled-up (by
N
) versions
D
N
⊆
Z
2
of bounded open domains
D
⊆
R
2
. Upon exit from
D
N
, the walk lands on a “boundary vertex” and then reenters
D
N
through a random boundary edge in the next step. In the parametrization by the local time at the “boundary vertex” we prove that, at times corresponding to a
θ
-multiple of the cover time of
D
N
, the sets of suitably defined
λ
-thick (i.e., heavily visited) and
λ
-thin (i.e., lightly visited) points are, as
N
→
∞
, distributed according to the Liouville Quantum Gravity
Z
λ
D
with parameter
λ
-times the critical value. For
θ
<
1
, also the set of avoided vertices (a.k.a. late points) and the set where the local time is of order unity are distributed according to
Z
θ
D
. The local structure of the exceptional sets is described as well, and is that of a pinned Discrete Gaussian Free Field for the thick and thin points and that of random-interlacement occupation-time field for the avoided points. The results demonstrate universality of the Gaussian Free Field for these extremal problems.</abstract><cop>Berlin/Heidelberg</cop><pub>Springer Berlin Heidelberg</pub><doi>10.1007/s00440-022-01113-4</doi><tpages>55</tpages><orcidid>https://orcid.org/0000-0001-5560-6518</orcidid></addata></record> |
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issn | 0178-8051 1432-2064 |
language | eng |
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source | Business Source Complete; Springer Nature - Complete Springer Journals |
subjects | Apexes Economics Finance Insurance Management Mathematical and Computational Biology Mathematical and Computational Physics Mathematics Mathematics and Statistics Operations Research/Decision Theory Parameterization Probability Probability Theory and Stochastic Processes Quantitative Finance Quantum gravity Random walk Statistics for Business Theoretical |
title | Exceptional points of two-dimensional random walks at multiples of the cover time |
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