Brownian Intersections, Cover Times and Thick Points via Trees

There is a close connection between intersections of Brownian motion paths and percolation on trees. Recently, ideas from probability on trees were an important component of the multifractal analysis of Brownian occupation measure, in joint work with A. Dembo, J. Rosen and O. Zeitouni. As a consequence, we proved two conjectures about simple random walk in two dimensions: The first, due to Erdos and Taylor (1960), involves the number of visits to the most visited lattice site in the first n steps of the walk. The second, due to Aldous (1989), concerns the number of steps it takes a simple random walk to cover all points of the n by n lattice torus. The goal of the lecture is to relate how methods from probability on trees can be applied to random walks and Brownian motion in Euclidean space.

[1]  S. Varadhan Random walks in a random environment , 2004, math/0503089.

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

[3]  A. Dembo,et al.  Cover times for Brownian motion and random walks in two dimensions , 2001, math/0107191.

[4]  N. Alon,et al.  The Probabilistic Method, Second Edition , 2000 .

[5]  Y. Peres Probability on Trees: An Introductory Climb , 1999 .

[6]  Y. Peres Intersection-equivalence of Brownian paths and certain branching processes , 1996 .

[7]  Christos H. Papadimitriou,et al.  On the Random Walk Method for Protocol Testing , 1994, CAV.

[8]  Russell Lyons,et al.  Correction: Random walk in a random environment and first-passage percolation on trees , 1992 .

[9]  Noga Alon,et al.  The Probabilistic Method , 2015, Fundamentals of Ramsey Theory.

[10]  Lattice covering time in D dimensions: theory and mean field approximation , 1991 .

[11]  H. Hilhorst,et al.  Covering of a finite lattice by a random walk , 1991 .

[12]  D. Aldous Random walk covering of some special trees , 1991 .

[13]  D. Aldous Threshold limits for cover times , 1991 .

[14]  R. Lyons Random Walks and Percolation on Trees , 1990 .

[15]  A. Broder Universal sequences and graph cover times: a short survey , 1990 .

[16]  Herbert S. Wilf,et al.  The Editor's Corner: The White Screen Problem , 1989 .

[17]  D. Aldous An introduction to covering problems for random walks on graphs , 1989 .

[18]  D. Aldous Probability Approximations via the Poisson Clumping Heuristic , 1988 .

[19]  P. Matthews Covering Problems for Brownian Motion on Spheres , 1988 .

[20]  Uniform measure results for the image of subsets under Brownian motion , 1987 .

[21]  H. Buhl,et al.  A Short Survey , 1986 .

[22]  Péter Major,et al.  The approximation of partial sums of independent RV's , 1976 .

[23]  P. Major,et al.  An approximation of partial sums of independent RV'-s, and the sample DF. I , 1975 .

[24]  Sojourn times and the exact Hausdorff measure of the sample path for planar Brownian motion , 1963 .

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