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Remarks on the range and multiple range of random walk up to the time of exit

Published 17 Mar 2020 in math.PR | (2003.07960v2)

Abstract: 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 $p\geq 1$ times, of simple random walk on ${\mathbb Z}d$, for dimensions $d\geq 2$, up to time of exit from a domain $D_N$ of the form $D_N = ND$ where $D\subset {\mathbb R}d$, as $N\uparrow\infty$. 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 $d\geq 3$, 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 $d\geq 2$, 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.

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