Interlacement limit of a stopped random walk trace on a torus

Abstract

We consider a simple random walk on $\mathbb{Z}^d$ started at the origin and stopped on its first exit time from $(-L,L)^d \cap \mathbb{Z}^d$. Write $L$ in the form $L = m N$ with $m = m(N)$ and $N$ an integer going to infinity in such a way that $L^2 \sim A N^d$ for some real constant $A > 0$. Our main result is that for $d \ge 3$, the projection of the stopped trajectory to the $N$-torus locally converges, away from the origin, to an interlacement process at level $A d \sigma_1$, where $\sigma_1$ is the exit time of a Brownian motion from the unit cube $(-1,1)^d$ that is independent of the interlacement process. The above problem is a variation on results of Windisch (2008) and Sznitman (2009).