Le principal résultat de cet article donne un équivalent précis de l'espérance du nombre total de tours effectués par la marche aléatoire simple sur ℤ2 ou sur le réseau triangulaire. Comme corollaire, nous obtenons une nouvelle borne inférieure de la fonction de Dehn moyennée sur ℤd, d ≥ 2, qui mesure l'aire moyenne du disque remplissant de manière optimale une courbe de longueur donnée.
We prove sharp estimates on the expected number of windings of a simple random walk on the square or triangular lattice. This gives new lower bounds on the averaged Dehn function, which measures the expected area needed to fill a random curve with a disc.
Mots clés : simple random walk, winding number, averaged Dehn function
@article{AIHPB_2011__47_1_130_0, author = {Schapira, Bruno and Young, Robert}, title = {Windings of planar random walks and averaged {Dehn} function}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {130--147}, publisher = {Gauthier-Villars}, volume = {47}, number = {1}, year = {2011}, doi = {10.1214/10-AIHP365}, mrnumber = {2779400}, language = {en}, url = {http://www.numdam.org/articles/10.1214/10-AIHP365/} }
TY - JOUR AU - Schapira, Bruno AU - Young, Robert TI - Windings of planar random walks and averaged Dehn function JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2011 SP - 130 EP - 147 VL - 47 IS - 1 PB - Gauthier-Villars UR - http://www.numdam.org/articles/10.1214/10-AIHP365/ DO - 10.1214/10-AIHP365 LA - en ID - AIHPB_2011__47_1_130_0 ER -
%0 Journal Article %A Schapira, Bruno %A Young, Robert %T Windings of planar random walks and averaged Dehn function %J Annales de l'I.H.P. Probabilités et statistiques %D 2011 %P 130-147 %V 47 %N 1 %I Gauthier-Villars %U http://www.numdam.org/articles/10.1214/10-AIHP365/ %R 10.1214/10-AIHP365 %G en %F AIHPB_2011__47_1_130_0
Schapira, Bruno; Young, Robert. Windings of planar random walks and averaged Dehn function. Annales de l'I.H.P. Probabilités et statistiques, Tome 47 (2011) no. 1, pp. 130-147. doi : 10.1214/10-AIHP365. http://www.numdam.org/articles/10.1214/10-AIHP365/
[1] Isoperimetric inequalities and the homology of groups. Invent. Math. 113 (1993) 531-560. | MR | Zbl
, and .[2] Windings of random walks. Ann. Probab. 17 (1989) 1377-1402. | MR | Zbl
.[3] The mean Dehn functions of abelian groups. J. Group Theory 11 (2008) 569-586. | MR | Zbl
and .[4] On the rate of convergence in the “conditional” invariance principle. Teor. Verojatn. Primen. 23 (1978) 67-79. | MR | Zbl
.[5] The geometry of the word problem. In Invitations to Geometry and Topology. Oxf. Grad. Texts Math. 7 29-91. Oxford Univ. Press, Oxford, 2002. | Zbl
.[6] Extensions of results of Komlós, Major, and Tusnády to the multivariate case. J. Multivariate Anal. 28 (1989) 20-68. | MR | Zbl
.[7] The expected area of the filled planar Brownian loop is π / 5. Comm. Math. Phys. 264 (2006) 797-810. | MR | Zbl
and .[8] Asymptotic invariants of infinite groups. In Geometric Group Theory, Vol. 2 (Sussex, 1991) 1-295. London Math. Soc. Lecture Note Ser. 182. Cambridge Univ. Press, Cambridge, 1993. | MR | Zbl
.[9] An approximation of partial sums of independent RV's and the sample DF, I. Z. Wahrsch. Verw. Gebiete 32 (1975) 111-131. | MR | Zbl
, and .[10] Some properties of planar Brownian motion. In École d'Été de Probabilités de Saint-Flour XX, 1990 111-235. Lecture Notes in Math. 1527. Springer, Berlin, 1992. | Zbl
.[11] Processus Stochastiques et Mouvement Brownien. Suivi d'une note de M. Loève. Gauthier-Villars, Paris, 1948. | MR | Zbl
.[12] Brownian Motion and Classical Potential Theory. Academic Press, New York, 1978. | MR | Zbl
and .[13] Continuous Martingales and Brownian Motion, 3rd ed. Grundlehren der Mathematischen Wissenschaften 293. Springer, Berlin, 1999. | MR | Zbl
and .[14] Some theorems concerning 2-dimensional Brownian motion. Trans. Amer. Math. Soc. 87 (1958) 187-197. | MR | Zbl
.[15] Electrostatic capacity, heat flow, and Brownian motion. Z. Wahrsch. Verw. Gebiete 3 (1964) 110-121. | MR | Zbl
.[16] Sur les points autour desquels le mouvement Brownien plan tourne beaucoup. Probab. Theory Related Fields 99 (1994) 111-144. | MR | Zbl
.[17] Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson. Z. Wahrsch. Verw. Gebiete 53 (1980) 71-95. | Zbl
.[18] Averaged Dehn functions for nilpotent groups. Topology 47 (2008) 351-367. | MR | Zbl
.[19] Multidimensional version of the results of Komlós, Major and Tusnády for vectors with finite exponential moments. ESAIM Probab. Statist. 2 (1998) 41-108 (electronic). | Numdam | MR | Zbl
.Cité par Sources :