Thick Points of Random Walk and the Gaussian Free Field

23 mins 58 secs,  43.87 MB,  MP3  44100 Hz,  249.89 kbits/sec
Share this media item:
Embed this media item:


About this item
media item has no image
Description: Jego, A
Wednesday 18th July 2018 - 09:35 to 09:55
 
Created: 2018-07-18 13:49
Collection: RGM follow up
Publisher: Isaac Newton Institute
Copyright: Jego, A
Language: eng (English)
Distribution: World     (downloadable)
Explicit content: No
Aspect Ratio: 16:9
Screencast: No
Bumper: UCS Default
Trailer: UCS Default
 
Abstract: We consider the thick points of random walk, i.e. points where the local time is a fraction of the maximum. In two dimensions, we answer a question of Dembo, Peres, Rosen and Zeitouni and compute the number of thick points of planar random walk, assuming that the increments are symmetric and have a finite moment of order two. The proof provides a streamlined argument based on the connection to the Gaussian free field and works in a very general setting including isoradial graphs. In higher dimensions, we show that the number of thick points converges to a nondegenerate random variable and that the maximum of the local times converges to a randomly shifted Gumbel distribution.
Available Formats
Format Quality Bitrate Size
MPEG-4 Video 640x360    1.94 Mbits/sec 348.49 MB View Download
iPod Video 480x270    522.06 kbits/sec 91.58 MB View Download
MP3 * 44100 Hz 249.89 kbits/sec 43.87 MB Listen Download
Auto (Allows browser to choose a format it supports)