Frequent Points for Random Walks in Two Dimensions

Richard F. Bass (University of Connecticut)
Jay Rosen (College of Staten Island, CUNY)

Abstract


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 Erdös-Taylor conjecture and obtain the asymptotics for the number of visits to the most visited site. We also obtain the asymptotics for the number of points which are visited very frequently by time $n$. Among the tools we use are Harnack inequalities and Green's function estimates for random walks with unbounded jumps; some of these are of independent interest.

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Pages: 1-46

Publication Date: January 14, 2007

DOI: 10.1214/EJP.v12-388

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