Interlacement limit of a stopped random walk trace on a torus

Antal Jarai, Minwei Sun

Research output: Contribution to journalArticlepeer-review

Abstract

We consider a simple random walk on Z d started at the origin and stopped on its first exit time from {equation presented}. Write L in the form L = mN with m = m(N) and N an integer going to infinity in such a way that L 2 ∼ AN d for some real constant A > 0. Our main result is that for d ≥ 3, the projection of the stopped trajectory to the N-torus locally converges, away from the origin, to an interlacement process at level Adσ 1, where σ 1 is the exit time of a Brownian motion from the unit cube (-1, 1) d that is independent of the interlacement process. The above problem is a variation on results of Windisch (2008) and Sznitman (2009).

Original languageEnglish
Pages (from-to)354-388
Number of pages35
JournalAdvances in Applied Probability
Volume56
Issue number1
Early online date24 Aug 2023
DOIs
Publication statusPublished - 24 Mar 2024

Bibliographical note

Funding Information:
The research of M. Sun was supported by an EPSRC doctoral training grant to the University of Bath with project reference EP/N509589/1/2377430.

Funding

FundersFunder number
Engineering and Physical Sciences Research Council
University of BathEP/N509589/1/2377430
University of Bath

Keywords

  • Interlacement
  • Keywords:
  • hashing
  • hitting probability
  • loop-erased random walk

ASJC Scopus subject areas

  • Applied Mathematics
  • Statistics and Probability

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