Thick points of random walk and the Gaussian free field

TL;DR

This paper investigates the properties of thick points in planar and higher-dimensional random walks, establishing connections to the Gaussian free field and analyzing the scaling limits of local times.

Contribution

It provides a new, streamlined proof linking thick points of random walk to the Gaussian free field and extends results to general settings including isoradial graphs.

Findings

Number of thick points in 2D random walk computed

Rescaled number of thick points converges to a nondegenerate limit

Maximum of local times converges to a shifted Gumbel distribution

Abstract

We consider the thick points of random walk, i.e. points where the local time is a fraction of the maximum. In two dimensions, we answer a question of Dembo, Peres, Rosen and Zeitouni and compute the number of thick points of planar random walk, assuming that the increments are symmetric and have a finite moment of order two. The proof provides a streamlined argument based on the connection to the Gaussian free field and works in a very general setting including isoradial graphs. In higher dimensions, we study the scaling limit of the thick points. In particular, we show that the rescaled number of thick points converges to a nondegenerate random variable and that the centred maximum of the local times converges to a randomly shifted Gumbel distribution.