Gantert, Nina; Popov, Serguei; Vachkovskaia, Marina
On the range of a two-dimensional conditioned simple random walk
Annales Henri Lebesgue, Volume 2  (2019), p. 349-368

Metadata

Keywordsrandom interlacements, range, transience, simple random walk, Doob’s h-transform

Abstract

We consider the two-dimensional simple random walk conditioned on never hitting the origin. This process is a Markov chain, namely it is the Doob h-transform of the simple random walk with respect to the potential kernel. It is known to be transient and we show that it is “almost recurrent” in the sense that each infinite set is visited infinitely often, almost surely. We prove that, for a “large” set, the proportion of its sites visited by the conditioned walk is approximately a Uniform[0,1] random variable. Also, given a set G 2 that does not “surround” the origin, we prove that a.s. there is an infinite number of k’s such that kG 2 is unvisited. These results suggest that the range of the conditioned walk has “fractal” behavior.


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