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 p ≥ 1 times, of simple random walk on Zd, for dimensions d ≥ 2, up to time of exit from a domain DN of the form DN = ND where D ⊂ Rd, as N ↑ ∞. 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 d ≥ 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 d ≥ 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.
MSC Codes 60G50, 60F05
|Original language||English (US)|
|State||Published - Mar 17 2020|
- Brownian motion
- Random walk
ASJC Scopus subject areas