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Frequent points for random walks in two dimensions

Richard F. Bass, Jay Rosen

math.PRarXiv:math/0607636

Abstract

For a symmetric random walk in Z2 which does not necessarily have bounded jumps we study those points which are visited an unusually large number of times. We prove the analogue of the Erdős-Taylor conjecture and obtain the asymptotics for the number of visits to the most visited site. We also obtain the asymptotics for the number of points which are visited very frequently by time n. Among the tools we use are Harnack inequalities and Green's function estimates for random walks with unbounded jumps; some of these are of independent interest.

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