<p>Let <i>X</i> be a random walk on the torus of side length <i>N</i> in dimension <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(d\geqslant 3\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>⩾</mo> <mn>3</mn> </mrow> </math></EquationSource> </InlineEquation> with uniform starting point, and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(t_{\textrm{cov}}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>t</mi> <mtext>cov</mtext> </msub> </math></EquationSource> </InlineEquation> be the expected value of its cover time, which is the first time that <i>X</i> has visited every vertex of the torus at least once. For <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(\alpha &gt; 0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>&gt;</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation>, the set <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\mathcal {L}^{\alpha }\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="script">L</mi> </mrow> <mi>α</mi> </msup> </math></EquationSource> </InlineEquation> of <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>α</mi> </math></EquationSource> </InlineEquation>-late points consists of those points not visited by <i>X</i> at time <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(\alpha t_{\textrm{cov}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <msub> <mi>t</mi> <mtext>cov</mtext> </msub> </mrow> </math></EquationSource> </InlineEquation>. We prove the existence of a value <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(\alpha _{{*}} \in (\frac{1}{2},1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mmultiscripts> <mi>α</mi> <mrow> <mrow /> <mo>∗</mo> </mrow> <mrow /> </mmultiscripts> <mo>∈</mo> <mrow> <mo stretchy="false">(</mo> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> across which <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(\mathcal {L}^{\alpha }\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="script">L</mi> </mrow> <mi>α</mi> </msup> </math></EquationSource> </InlineEquation> trivialises as follows: for all <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(\alpha &gt; \alpha _{{*}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>&gt;</mo> <mmultiscripts> <mi>α</mi> <mrow> <mrow /> <mo>∗</mo> </mrow> <mrow /> </mmultiscripts> </mrow> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq10"> <EquationSource Format="TEX">\(\varepsilon \geqslant N^{-c}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>ε</mi> <mo>⩾</mo> <msup> <mi>N</mi> <mrow> <mo>-</mo> <mi>c</mi> </mrow> </msup> </mrow> </math></EquationSource> </InlineEquation> there exists a coupling of <InlineEquation ID="IEq11"> <EquationSource Format="TEX">\(\mathcal {L}^\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="script">L</mi> </mrow> <mi>α</mi> </msup> </math></EquationSource> </InlineEquation> and two occupation sets <InlineEquation ID="IEq12"> <EquationSource Format="TEX">\(\mathcal {B}^{\alpha _\pm }\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="script">B</mi> </mrow> <msub> <mi>α</mi> <mo>±</mo> </msub> </msup> </math></EquationSource> </InlineEquation> of i.i.d.&#xa0;Bernoulli fields having the same density as <InlineEquation ID="IEq13"> <EquationSource Format="TEX">\(\mathcal {L}^{\alpha \pm \varepsilon }\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="script">L</mi> </mrow> <mrow> <mi>α</mi> <mo>±</mo> <mi>ε</mi> </mrow> </msup> </math></EquationSource> </InlineEquation>, which is asymptotic to <InlineEquation ID="IEq14"> <EquationSource Format="TEX">\(N^{-(\alpha \pm \varepsilon )d}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>N</mi> <mrow> <mo>-</mo> <mo stretchy="false">(</mo> <mi>α</mi> <mo>±</mo> <mi>ε</mi> <mo stretchy="false">)</mo> <mi>d</mi> </mrow> </msup> </math></EquationSource> </InlineEquation>, with the property that the inclusion <InlineEquation ID="IEq15"> <EquationSource Format="TEX">\( \mathcal {B}^{\alpha _+} \subseteq \mathcal {L}^{\alpha } \subseteq \mathcal {B}^{\alpha _-}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msup> <mrow> <mi mathvariant="script">B</mi> </mrow> <msub> <mi>α</mi> <mo>+</mo> </msub> </msup> <mo>⊆</mo> <msup> <mrow> <mi mathvariant="script">L</mi> </mrow> <mi>α</mi> </msup> <mo>⊆</mo> <msup> <mrow> <mi mathvariant="script">B</mi> </mrow> <msub> <mi>α</mi> <mo>-</mo> </msub> </msup> </mrow> </math></EquationSource> </InlineEquation> holds with high probability as <InlineEquation ID="IEq16"> <EquationSource Format="TEX">\(N \rightarrow \infty \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>N</mi> <mo stretchy="false">→</mo> <mi>∞</mi> </mrow> </math></EquationSource> </InlineEquation>. On the contrary, when <InlineEquation ID="IEq17"> <EquationSource Format="TEX">\(\alpha \leqslant \alpha _*\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>⩽</mo> <mmultiscripts> <mi>α</mi> <mrow> <mrow /> <mo>∗</mo> </mrow> <mrow /> </mmultiscripts> </mrow> </math></EquationSource> </InlineEquation> there is no such coupling. Corresponding results also hold for the vacant set of random interlacements at high intensities. The transition at <InlineEquation ID="IEq18"> <EquationSource Format="TEX">\(\alpha _{{*}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mmultiscripts> <mi>α</mi> <mrow> <mrow /> <mo>∗</mo> </mrow> <mrow /> </mmultiscripts> </math></EquationSource> </InlineEquation> corresponds to the (dis-)appearance of ‘double-points’ (i.e.&#xa0;neighboring pairs of points) in <InlineEquation ID="IEq19"> <EquationSource Format="TEX">\(\mathcal {L}^\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="script">L</mi> </mrow> <mi>α</mi> </msup> </math></EquationSource> </InlineEquation>. We further describe the law of <InlineEquation ID="IEq20"> <EquationSource Format="TEX">\(\mathcal {L}^{\alpha }\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="script">L</mi> </mrow> <mi>α</mi> </msup> </math></EquationSource> </InlineEquation> for <InlineEquation ID="IEq21"> <EquationSource Format="TEX">\(\alpha &gt;\frac{1}{2}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>&gt;</mo> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mrow> </math></EquationSource> </InlineEquation> by adding independent patterns to <InlineEquation ID="IEq22"> <EquationSource Format="TEX">\(\mathcal {B}^{\alpha _{\pm }}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="script">B</mi> </mrow> <msub> <mi>α</mi> <mo>±</mo> </msub> </msup> </math></EquationSource> </InlineEquation>. In dimensions <InlineEquation ID="IEq23"> <EquationSource Format="TEX">\(d \geqslant 4\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>⩾</mo> <mn>4</mn> </mrow> </math></EquationSource> </InlineEquation> these are exactly all two-point sets. When <InlineEquation ID="IEq24"> <EquationSource Format="TEX">\(d=3\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>=</mo> <mn>3</mn> </mrow> </math></EquationSource> </InlineEquation> one must also include all <i>connected</i> three-point sets, but no other.</p>

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Phase transition for the late points of random walk

  • Alexis Prévost,
  • Pierre-François Rodriguez,
  • Perla Sousi

摘要

Let X be a random walk on the torus of side length N in dimension \(d\geqslant 3\) d 3 with uniform starting point, and \(t_{\textrm{cov}}\) t cov be the expected value of its cover time, which is the first time that X has visited every vertex of the torus at least once. For \(\alpha > 0\) α > 0 , the set \(\mathcal {L}^{\alpha }\) L α of \(\alpha \) α -late points consists of those points not visited by X at time \(\alpha t_{\textrm{cov}}\) α t cov . We prove the existence of a value \(\alpha _{{*}} \in (\frac{1}{2},1)\) α ( 1 2 , 1 ) across which \(\mathcal {L}^{\alpha }\) L α trivialises as follows: for all \(\alpha > \alpha _{{*}}\) α > α and \(\varepsilon \geqslant N^{-c}\) ε N - c there exists a coupling of \(\mathcal {L}^\alpha \) L α and two occupation sets \(\mathcal {B}^{\alpha _\pm }\) B α ± of i.i.d. Bernoulli fields having the same density as \(\mathcal {L}^{\alpha \pm \varepsilon }\) L α ± ε , which is asymptotic to \(N^{-(\alpha \pm \varepsilon )d}\) N - ( α ± ε ) d , with the property that the inclusion \( \mathcal {B}^{\alpha _+} \subseteq \mathcal {L}^{\alpha } \subseteq \mathcal {B}^{\alpha _-}\) B α + L α B α - holds with high probability as \(N \rightarrow \infty \) N . On the contrary, when \(\alpha \leqslant \alpha _*\) α α there is no such coupling. Corresponding results also hold for the vacant set of random interlacements at high intensities. The transition at \(\alpha _{{*}}\) α corresponds to the (dis-)appearance of ‘double-points’ (i.e. neighboring pairs of points) in \(\mathcal {L}^\alpha \) L α . We further describe the law of \(\mathcal {L}^{\alpha }\) L α for \(\alpha >\frac{1}{2}\) α > 1 2 by adding independent patterns to \(\mathcal {B}^{\alpha _{\pm }}\) B α ± . In dimensions \(d \geqslant 4\) d 4 these are exactly all two-point sets. When \(d=3\) d = 3 one must also include all connected three-point sets, but no other.