A one-dimensional version of the random interlacements

Darcy Camargo and Serguei Popov

Stochastic Processes and their Applications, 2018, vol. 128, issue 8, 2750-2778

Abstract: We base ourselves on the construction of the two-dimensional random interlacements (Comets et al., 2016) to define the one-dimensional version of the process. For this, we consider simple random walks conditioned on never hitting the origin. We compare this process to the conditional random walk on the ring graph. Our results are the convergence of the vacant set on the ring graph to the vacant set of one-dimensional random interlacements, a central limit theorem for the interlacements’ local time and the convergence in law of the local times of the conditional walk on the ring graph to the interlacements’ local times.

Keywords: Random interlacements; Local times; Occupation times; Simple random walk; Doob’s h-transform (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spa.2017.10.001

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