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Phase transition for the late points of random walk
Let X be a simple random walk in \mathbb{Z}_n^d with d\geq 3 and let t_{\rm{cov}} be the expected time it takes for X to visit all vertices of the torus. In joint work with Pravost and Rodriguez we study the set \mathcal{L}_\alpha of points that have not been visited by time \alpha t_{\rm{cov}} and prove that it exhibits a phase transition: there exists \alpha_* so that for all \alpha>\alpha_* and all \epsilon>0 there exists a coupling between \mathcal{L}_\alpha and two i.i.d. Bernoulli sets \mathcal{B}^{\pm} on the torus with parameters n^{-(a\pm\epsilon)d}with the property that \mathcal{B}^-\subseteq \mathcal{L}_\alpha\subseteq \mathcal{B}^+ with probability tending to 1 as n\to\infty. When \alpha\leq \alpha_*, we prove that there is no such coupling.