We study the scaling limit of the capacity of the range of a simple random walk on the integer lattice in dimension four. We establish a strong law of large numbers and a central limit theorem with a non-gaussian limit. The asymptotic behaviour is analogous to that found by Le Gall in 86 for the volume of the range in dimension two.
We obtain estimates for large and moderate deviations for the capacity of the range of a random walk on $mathbb{Z}^d$, in dimension $dge 5$, both in the upward and downward directions. The results are analogous to those we obtained for the volume of the range in two companion papers [AS17, AS19]. Interestingly, the main steps of the strategy we developed for the latter apply in this seemingly different setting, yet the details of the analysis are different
In this paper, we reveal the branching structure for a non-homogeneous random walk with bounded jumps. The ladder time $T_1,$ the first hitting time of $[1,infty)$ by the walk starting from $0,$ could be expressed in terms of a non-homogeneous multitype branching process. As an application of the branching structure, we prove a law of large numbers of random walk in random environment with bounded jumps and specify the explicit invariant density for the Markov chain of ``the environment viewed from the particle .The invariant density and the limit velocity could be expressed explicitly in terms of the environment.
We revisit an unpublished paper of Vervoort (2002) on the once reinforced random walk, and prove that this process is recurrent on any graph of the form $mathbb{Z}times Gamma$, with $Gamma$ a finite graph, for sufficiently large reinforcement parameter. We also obtain a shape theorem for the set of visited sites, and show that the fluctuations around this shape are of polynomial order. The proof involves sharp general estimates on the time spent on subgraphs of the ambiant graph which might be of independent interest.
We consider the scaling behavior of the range and $p$-multiple range, that is the number of points visited and the number of points visited exactly $pgeq 1$ times, of simple random walk on ${mathbb Z}^d$, for dimensions $dgeq 2$, up to time of exit from a domain $D_N$ of the form $D_N = ND$ where $Dsubset {mathbb R}^d$, as $Nuparrowinfty$. Recent papers have discussed connections of the range and related statistics with the Gaussian free field, identifying in particular that the distributional scaling limit for the range, in the case $D$ is a cube in $dgeq 3$, is proportional to the exit time of Brownian motion. The purpose of this note is to give a concise, different argument that the scaled range and multiple range, in a general setting in $dgeq 2$, both weakly converge to proportional exit times of Brownian motion from $D$, and that the corresponding limit moments are `polyharmonic, solving a hierarchy of Poisson equations.
We find formulas for the macroscopic Minkowski and Hausdorff dimensions of the range of an arbitrary transient walk in Z^d. This endeavor solves a problem of Barlow and Taylor (1991).