Fractals of Simple Random Walks in Two Dimensions: A Monte Carlo Study

Abstract

We present a Monte Carlo study of the fractal geometry of clusters formed by discrete-time simple random walks (sRW) of $L^2$ steps on a periodic square $L\times L$ lattice. We verify with high precision that the asymptotic behavior of the cluster mass follows $M/L^2 \simeq (\ln L)^{-1} [\frac{\pi}{2}+b (\ln L)^{-2}]$, with $b\approx -(\pi/2)^{-2}$, demonstrating marginal ``logarithmic fractals". We further determine the fractal dimension of the hull to be $d_{\rm hull}=1.333\,29(14)=4/3$, in excellent agreement with the prediction of Schramm-Loewner evolution ($\rm SLE_{8/3}$) for the Brownian frontier universality class. More importantly, we analyze the chemical distance $S$ spanning the cluster and obtain strong evidence that it asymptotically scales as $S\sim L(\ln L)^{1/4}$, lying exactly on the theoretical upper bound for the chemical distance for level-set percolation clusters on the two-dimensional Gaussian free field. Our numerical results show that the sRW cluster exhibits a conformally invariant external frontier and contains highly efficient asymptotically linear connective paths.