Thick Points of Random Walk and Multiplicative Chaos

Topic: 
Thick Points of Random Walk and Multiplicative Chaos
Date & Time: 
Tuesday, November 26, 2019 - 13:45 to 14:45
Speaker: 
Antoine Jego, University of Vienna
Location: 
Room 310, Pudong Campus, 1555 Century Avenue

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Abstract:

The study of thick points of planar random walk, where the walk goes back unusually often, goes back to a famous paper of Erdos and Taylor in 1960. This talk will be dedicated to recent progress on this topic. I will in particular discuss the scaling limit of the set of thick points, considerably refining estimates of Dembo, Peres, Rosen and Zeitouni. This scaling limit is described by a random measure which is the analogue of Gaussian multiplicative chaos measures for the local times of planar Brownian motion. I will discuss the construction of this new object and some of its properties. Finally, I will explain a characterisation of this random measure which is a key step in the proof of the above scaling limit.

Biography:

I am a PhD student at the university of Vienna under the supervision of Nathanael Berestycki. I did my studies at the Ecole Normale Superieure in Paris.

 

Seminar by the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai