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Statement

Setting (p. 1504). XnX_n, n=0,1,…n=0,1,\ldots, is a symmetric transient random walk in Zd\mathbb Z^d, d≥3d\ge3, started at the origin and not supported on any subgroup strictly smaller than Zd\mathbb Z^d; these assumptions stand throughout the paper. Its occupation measure is μnX(A)=∑j=0n1A(Xj)\mu_n^X(A)=\sum_{j=0}^n\mathbf 1_A(X_j), so time zero is counted. With qn(x)=P(Xn=x)q_n(x)=\mathbf P(X_n=x), the Green function is G(x)=∑k≥0qk(x)G(x)=\sum_{k\ge0}q_k(x) (1.1). For a finite A⊆ZdA\subseteq\mathbb Z^d, ΛA\Lambda_A is the largest eigenvalue of the ∣A∣×∣A∣|A|\times|A| matrix GA(x,y)=G(x−y)G_A(x,y)=G(x-y), x,y∈Ax,y\in A (1.2).

Theorem 1.1 (p. 1504). If XX has finite second moments, then for every finite A⊆ZdA\subseteq\mathbb Z^d, almost surely,

lim⁡n→∞sup⁡x∈ZdμnX(x+A)log⁡n=−1log⁡(1−1/ΛA)(1.3)\lim_{n\to\infty}\sup_{x\in\mathbb Z^d}\frac{\mu_n^X(x+A)}{\log n} =-\frac1{\log(1-1/\Lambda_A)} \tag{1.3}

and

lim⁡n→∞sup⁡0≤m≤nμnX(Xm+A)log⁡n=−1log⁡(1−1/ΛA).(1.4)\lim_{n\to\infty}\sup_{0\le m\le n}\frac{\mu_n^X(X_m+A)}{\log n} =-\frac1{\log(1-1/\Lambda_A)}. \tag{1.4}

For A={0}A=\{0\} the paper notes (p. 1504) that ΛA=G(0)=1/γd\Lambda_A=G(0)=1/\gamma_d, where γd\gamma_d is the probability of no return to the origin, so the limit is −1/log⁡(1−γd)-1/\log(1-\gamma_d); for simple random walk this recovers Theorem 13 of Erdős and Taylor (the paper's reference [3]), recorded at Erdős–Taylor, Theorem 13. Remark 2.3 (p. 1511) notes that Gz+A=GAG_{z+A}=G_A, so Λz+A=ΛA\Lambda_{z+A}=\Lambda_A.

Proof pointer

Section 3, pp. 1511–1512, following the method of Erdős and Taylor (Section 7 of their paper). Write θ∗=log⁡(ΛA/(ΛA−1))\theta^*=\log(\Lambda_A/(\Lambda_A-1)), the exponent in Lemma 2.2. For the lower bound of (1.4) the paper cuts [0,n][0,n] into blocks of length (log⁡n)8(\log n)^8, applies the lower half of Lemma 2.2 to the independent block occupations and uses Borel–Cantelli, giving (3.1). For the upper bound it splits μnX(Xm+A)\mu_n^X(X_m+A) at time mm into a backward and a forward piece, which by symmetry of X1X_1 are independent copies (3.2), bounds the tail of their sum by (2.28) to get (3.3), and interpolates along nk=nkn_k=n^k. The lower bound of (1.3) follows from (3.1); the upper bound reduces to the case of (1.4) through (3.4) and Remark 2.3.

Read depth

Claims checked: the setting, Theorem 1.1 and Remark 2.3 were read clause by clause on the page images of the print; the proof in Section 3 was read for its structure. Nothing here is independently reviewed.

Dependencies

Lemma 2.2 and its estimate (2.28); the Erdős–Taylor block method.

Source. E. Csáki, A. Földes, P. Révész, J. Rosen and Z. Shi, Frequently visited sets for random walks, Stochastic Process. Appl. 115 (2005), 1503–1517, doi:10.1016/j.spa.2005.04.003; the edition read is named on the source card.

Bears on

No Erdős problem directly. The paper treats only transient walks in dimension d≥3d\ge3.