Two observations on the capacity of the range of simple random walks on $\mathbb{Z}^3$ and $\mathbb{Z}^4$
Yinshan Chang

TL;DR
This paper investigates the capacity of the range of simple random walks on three and four-dimensional integer lattices, establishing a law of large numbers in four dimensions and distributional convergence in three dimensions.
Contribution
It provides the first weak law of large numbers for the capacity in four dimensions and shows convergence in distribution to Brownian motion in three dimensions.
Findings
Weak law of large numbers for capacity on $\
convergence in distribution to Brownian motion in 3D
new insights into the asymptotic behavior of random walk capacity
Abstract
We prove a weak law of large numbers for the capacity of the range of simple random walks on . On , we show that the capacity, properly scaled, converges in distribution towards the corresponding quantity for three dimensional Brownian motion.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Probability and Risk Models · Stochastic processes and financial applications
