Problèmes de recouvrement et points exceptionnels pour la marche aléatoire et le mouvement brownien  [ Covering problems and exceptional points for random walk and brownian motion ]
Séminaire Bourbaki : volume 2004/2005, exposés 938-951, Astérisque no. 307  (2006), Talk no. 951, p. 469-480

Random walk is a fundamental object in probability theory. One of the most interesting problems for random walk (as well as for brownian motion, its continuous-time analogue) is to know how it covers various sets, where the frequently/rarely visited points lie, and whether there are many such points. Dembo, Peres, Rosen and Zeitouni solve several important open problems related to these questions.

La marche aléatoire (ou marche au hasard) est un objet fondamental de la théorie des probabilités. Un des problèmes les plus intéressants pour la marche aléatoire (ainsi que pour le mouvement brownien, son analogue dans un contexte continu) est de savoir comment elle recouvre des ensembles où se trouvent les points qui sont souvent (ou au contraire, rarement) visités, et combien il y a de tels points. Les travaux de Dembo, Peres, Rosen et Zeitouni permettent de résoudre plusieurs conjectures importantes liées à ces questions.

Classification:  60G50,  60J65,  60J55,  28A80
Keywords: covering problem, favourite point, thick point, thin point, late point, multifractal analysis, occupation measure, tree, random walk, brownian motion
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     author = {Shi, Zhan},
     title = {Probl\`emes de recouvrement et points exceptionnels pour la marche al\'eatoire et le mouvement brownien},
     booktitle = {S\'eminaire Bourbaki : volume 2004/2005, expos\'es 938-951},
     author = {Collectif},
     series = {Ast\'erisque},
     publisher = {Soci\'et\'e math\'ematique de France},
     number = {307},
     year = {2006},
     note = {talk:951},
     pages = {469-480},
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Shi, Zhan. Problèmes de recouvrement et points exceptionnels pour la marche aléatoire et le mouvement brownien, in Séminaire Bourbaki : volume 2004/2005, exposés 938-951, Astérisque, no. 307 (2006), Talk no. 951, pp. 469-480. http://www.numdam.org/item/SB_2004-2005__47__469_0/

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