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Extremal points of high-dimensional random walks and mixing times of a brownian motion on the sphere

Ronen Eldan (2014)

Annales de l'I.H.P. Probabilités et statistiques

We derive asymptotics for the probability that the origin is an extremal point of a random walk in n . We show that in order for the probability to be roughly 1 / 2 , the number of steps of the random walk should be between e n / ( C log n ) and e C n log n for some constant C g t ; 0 . As a result, we attain a bound for the π 2 -covering time of a spherical Brownian motion.

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