Mathematics – Probability
Scientific paper
2009-09-24
Annals of Probability 2009, Vol. 37, No. 5, 1715-1746
Mathematics
Probability
Published in at http://dx.doi.org/10.1214/09-AOP450 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of
Scientific paper
10.1214/09-AOP450
We study the asymptotic behavior for large $N$ of the disconnection time $T_N$ of a simple random walk on the discrete cylinder $(\mathbb{Z}/N\mathbb{Z})^d\times\mathbb{Z}$, when $d\ge2$. We explore its connection with the model of random interlacements on $\mathbb{Z}^{d+1}$ recently introduced in [Ann. Math., in press], and specifically with the percolative properties of the vacant set left by random interlacements. As an application we show that in the large $N$ limit the tail of $T_N/N^{2d}$ is dominated by the tail of the first time when the supremum over the space variable of the Brownian local times reaches a certain critical value. As a by-product, we prove the tightness of the laws of $T_N/N^{2d}$, when $d\ge2$.
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