Upper bound on the disconnection time of discrete cylinders and random interlacements

Abstract

We study the asymptotic behavior for large $N$ of the disconnection time $T_N$ of a simple random walk on the discrete cylinder $(\mathbb{Z}/N\mathbb{Z})^d\times\mathbb{Z}$, when $d\ge2$. We explore its connection with the model of random interlacements on $\mathbb{Z}^{d+1}$ recently introduced in [Ann. Math., in press], and specifically with the percolative properties of the vacant set left by random interlacements. As an application we show that in the large $N$ limit the tail of $T_N/N^{2d}$ is dominated by the tail of the first time when the supremum over the space variable of the Brownian local times reaches a certain critical value. As a by-product, we prove the tightness of the laws of $T_N/N^{2d}$, when $d\ge2$.Comment: Published in at http://dx.doi.org/10.1214/09-AOP450 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org