pith. sign in

arxiv: 1911.05581 · v3 · pith:HMFNQZVUnew · submitted 2019-11-13 · 🧮 math.PR

Chen--Stein Method for the Uncovered Set of Random Walk on mathbb Z_n^d for d ge 3

classification 🧮 math.PR
keywords alphamathbbinftyms17randomwalkchen--steinconstant
0
0 comments X
read the original abstract

Let $X$ be a simple random walk on $\mathbb{Z}_n^d$ with $d\geq 3$ and let $t_{\rm{cov}}$ be the expected cover time. We consider the set of points $\mathcal{U}_\alpha$ of $\mathbb{Z}_n^d$ that have not been visited by the walk by time $\alpha t_{\rm{cov}}$ for $\alpha\in (0,1)$. It was shown in [MS17] that there exists $\alpha_1(d)\in (0,1)$ such that for all $\alpha>\alpha_1(d)$ the total variation distance between the law of the set $\mathcal{U}_\alpha$ and an i.i.d. sequence of Bernoulli random variables indexed by $\mathbb{Z}_n^d$ with success probability $n^{-\alpha d}$ tends to $0$ as $n \to \infty$. In [MS17] the constant $\alpha_1(d)$ converges to $1$ as $d\to\infty$. In this short note using the Chen--Stein method and a concentration result for Markov chains of Lezaud we greatly simplify the proof of [MS17] and find a constant $\alpha_1(d)$ which converges to $3/4$ as $d\to\infty$.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.