The asymptotic behavior of rarely visited edges of the simple random walk

Abstract

In this paper, we study the asymptotic behavior of the number of rarely visited edges (i.e., edges that visited only once) of a simple symmetric random walk on $\mathbb{Z}$. Let $\alpha (n)$ be the number of rarely visited edges up to time $n$. First, we evaluate $\mathbb{E}(\alpha (n))$, show that $n\to \mathbb{E}(\alpha (n))$ is non-decreasing in $n$ and that $\underset{n\to +\infty }{\lim }\mathbb{E}(\alpha (n))=2$. Then we study the asymptotic behavior of $\mathbb{P}(\alpha (n)>a(\log n{)}^2)$ for any $a>0$ and use it to show that there exists a constant $C\in (1/32,1/2]$ such that $\underset{n\to +\infty }{\mathrm{limsup}}\frac{\alpha (n)}{(\log n{)}^2}=C$ almost surely.