Fluctuations of the planar random walk sausage

Abstract

We establish fluctuation results for the volume of random walk sausage $R_n^{A}$ associated to a finite set $A\subset\mathbb{Z}^2$, where the underlying random walk $S$ has finite second moments. Precisely, we establish that the fluctuations are non-Gaussian and are described by the renormalized self intersection local time of planar Brownian motion, as in the cases of the range of random walks and the Wiener sausage. For any $N\ge1$, we also establish an asymptotic expansion of the expected volume of the form \begin{equation*} \mathbb{E}[R_n^{A}]=n\sum_{k=1}^N c(k,A,S)/(\log n)^k+O\left(n/(\log n)^{N+1}\right), \end{equation*} where the constants $c(k,A,S)$ depend only on the order $k$, the set $A$ and the distribution of $S$, and can be computed explicitly in terms of complete exponential Bell polynomials.