Random walks in the high-dimensional limit II: The crinkled subordinator

Abstract

A crinkled subordinator is an ${\ell }^2$-valued random process which can be thought of as a version of the usual one-dimensional subordinator with each out of countably many jumps being in a direction orthogonal to the directions of all other jumps. We show that the path of a $d$-dimensional random walk with $n$ independent identically distributed steps with heavy-tailed distribution of the radial components and asymptotically orthogonal angular components converges in distribution in the Hausdorff distance up to isometry and also in the Gromov–Hausdorff sense, if viewed as a random metric space, to the closed range of a crinkled subordinator, as $d,n\to \infty$.