Quantitative estimates of discrete harmonic measures
A theorem of Bourgain states that the harmonic measure for a domain in $\R^d$ is supported on a set of Hausdorff dimension strictly less than $d$ \cite{Bourgain}. We apply Bourgain's method to the discrete case, i.e., to the distribution of the first entrance point of a random walk into a subset of $\Z ^d$, $d\geq 2$. By refining the argument, we prove that for all $\b>0$ there exists $ρ(d,\b) N(d,\b)$, any $x \in \Z^d$, and any $A\subset \{1,..., n\}^d$ $$ | \{y\in\Z^d\colon ν_{A,x}(y) \geq n^{-\b} \}| \leq n^{ρ(d,\b)}, $$ where $ν_{A,x} (y)$ denotes the probability that $y$ is the first entrance point of the simple random walk starting at $x$ into $A$. Furthermore, $ρ$ must converge to $d$ as $\b \to \infty$.
math.PR↗