A limit law for the most favorite point of simple random walk on a regular tree

We consider a continuous-time random walk on a regular tree of finite depth and study its favorite points among the leaf vertices. We prove that, for the walk started from a leaf vertex and stopped upon hitting the root, as the depth of the tree tends to infinity the maximal time spent at any leaf converges, under suitable scaling and centering, to a randomly-shifted Gumbel law. The random shift is characterized using a derivativemartingale like object associated with square-root local-time process on the tree.

[1]  Y. Abe Extremes of local times for simple random walks on symmetric trees , 2016, 1603.09047.

[2]  Thomas Madaule Maximum of a log-correlated Gaussian field , 2013, 1307.1365.

[3]  M. Biskup Extrema of the Two-Dimensional Discrete Gaussian Free Field , 2017, Springer Proceedings in Mathematics & Statistics.

[4]  F. Schweiger The maximum of the four-dimensional membrane model , 2019, The Annals of Probability.

[5]  M. Biskup,et al.  Near-maxima of the two-dimensional Discrete Gaussian Free Field , 2020, 2010.13939.

[6]  O. Zeitouni,et al.  Convergence of the centered maximum of log-correlated Gaussian fields , 2015, 1503.04588.

[7]  M. Kac On Some Connections between Probability Theory and Differential and Integral Equations , 1951 .

[8]  Z. Shi,et al.  Branching Brownian motion seen from its tip , 2011, 1104.3738.

[9]  M. Biskup,et al.  Full extremal process, cluster law and freezing for the two-dimensional discrete Gaussian Free Field , 2016, 1606.00510.

[10]  Exceptional points of two-dimensional random walks at multiples of the cover time , 2019, Probability Theory and Related Fields.

[11]  P. Erdos,et al.  Some problems concerning the structure of random walk paths , 1963 .

[12]  M. Biskup,et al.  Extreme Local Extrema of Two-Dimensional Discrete Gaussian Free Field , 2013, 1306.2602.

[13]  A. Jego Critical Brownian multiplicative chaos , 2020, Probability Theory and Related Fields.

[14]  J. D. Biggins,et al.  Measure change in multitype branching , 2004, Advances in Applied Probability.

[15]  O. Zeitouni,et al.  Barrier estimates for a critical Galton–Watson process and the cover time of the binary tree , 2017, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques.

[16]  M. Biskup,et al.  On intermediate level sets of two-dimensional discrete Gaussian free field , 2016, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques.

[17]  Jian Ding,et al.  Asymptotics of cover times via Gaussian free fields: Bounded-degree graphs and general trees , 2011, 1103.4402.

[18]  E. Dynkin,et al.  Gaussian and non-Gaussian random fields associated with Markov processes , 1984 .

[19]  M. Biskup,et al.  Conformal Symmetries in the Extremal Process of Two-Dimensional Discrete Gaussian Free Field , 2014, Communications in Mathematical Physics.

[20]  M. Biskup,et al.  Exceptional points of discrete-time random walks in planar domains , 2019, Electronic Journal of Probability.

[21]  Anton Bovier,et al.  The extremal process of branching Brownian motion , 2011, Probability Theory and Related Fields.

[22]  A. Cortines,et al.  The structure of extreme level sets in branching Brownian motion , 2017, The Annals of Probability.

[23]  Zhan Shi,et al.  Points of infinite multiplicity of planar Brownian motion: Measures and local times , 2018, The Annals of Probability.

[24]  Alex Zhai Exponential concentration of cover times , 2014, 1407.7617.

[25]  Maury Bramson,et al.  Convergence in law of the maximum of nonlattice branching random walk , 2014, 1404.3423.

[26]  A. Dembo,et al.  Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk , 2001 .

[27]  Thomas Madaule Convergence in Law for the Branching Random Walk Seen from Its Tip , 2011, 1107.2543.

[28]  Anton Bovier,et al.  Genealogy of extremal particles of branching Brownian motion , 2010, 1008.4386.

[29]  Maury Bramson,et al.  Maximal displacement of branching brownian motion , 1978 .

[30]  Xinxing Chen,et al.  Lower deviation and moderate deviation probabilities for maximum of a branching random walk , 2018, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques.

[31]  Maury Bramson,et al.  Convergence in Law of the Maximum of the Two‐Dimensional Discrete Gaussian Free Field , 2013, 1301.6669.

[32]  Decorated Random Walk Restricted to Stay Below a Curve (Supplement Material) , 2019, 1902.10079.

[33]  Maximum and minimum of local times for two-dimensional random walk , 2014, 1410.5601.

[34]  Frédéric Ouimet,et al.  Extremes of the two-dimensional Gaussian free field with scale-dependent variance , 2015, 1508.06253.

[35]  A. Jego Thick points of random walk and the Gaussian free field , 2018, Electronic Journal of Probability.

[36]  N. Kistler,et al.  Poissonian statistics in the extremal process of branching Brownian motion , 2010, 1010.2376.

[37]  Elie Aidékon Convergence in law of the minimum of a branching random walk , 2011, 1101.1810.

[38]  Characterisation of planar Brownian multiplicative chaos. , 2019, 1909.05067.

[39]  A. Jego Planar Brownian motion and Gaussian multiplicative chaos , 2018, The Annals of Probability.

[40]  M. Bramson Convergence of solutions of the Kolmogorov equation to travelling waves , 1983 .

[41]  Lisa Hartung,et al.  Extremes of the 2d scale-inhomogeneous discrete Gaussian free field: Convergence of the maximum in the regime of weak correlations , 2019, Latin American Journal of Probability and Mathematical Statistics.

[42]  R. Bass,et al.  Intersection Local Time for Points of Infinite Multiplicity , 1994 .

[43]  H. Kaspi,et al.  A Ray-Knight theorem for symmetric Markov processes , 2000 .

[44]  A. Cortines,et al.  A Scaling Limit for the Cover Time of the Binary Tree , 2018, 1812.10101.