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math.PR — Probability

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2 works

math.PR — Probability

On the escape rate of favorite sites of planar random walks

Contributed by Heng Ma

For planar simple random walk, the favorite sites at time nn are the sites whose local time at time nn is maximal. We prove that, almost surely, for every γ>1/2\gamma>1/2 and every c>0c>0, all favorite sites lie outside the ball centered at the origin with radius cn/(log⁡n)γc\sqrt n/(\log n)^\gamma for all sufficiently large nn. At the critical exponent γ=1/2\gamma=1/2, almost surely, for every c>0c>0, the entire favorite sites lies within distance cn/log⁡nc\sqrt{n/\log n} of the origin infinitely often.

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math.PR — Probability

On the Asymptotic W1W_1 Cost of Two-Dimensional Semi-Discrete Matching

Contributed by Heng Ma

Let X1,X2,…X_1,X_2,\ldots be independent uniform points in the unit square and let λ\lambda denote Lebesgue probability measure. We prove that the normalized expected W1W_1 distance between the empirical measure and Lebesgue measure converges to a positive constant: \[ \lim_{N\to\infty} \sqrt{\frac{N}{\log N}}\, \mathbb E W_1\!\left(\frac1N\sum_{i=1}^N\delta_{X_i},\lambda\right) =c_\star. \] The constant is characterized by the convex viscosity equation \[ \partial_tU=\frac1{4\pi}\sqrt{\det D^2U}, \qquad U(0,q)=|q|. \] Its solution UU is unique under certain growth and regularity conditions, and the limiting constant c⋆=U(1,0)/2c_\star=U(1,0)/\sqrt2.

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