Three favorite sites occurs infinitely often for one-dimensional simple random walk

Abstract

For a one-dimensional simple random walk $(S_{t})$, for each time $t$ we say a site $x$ is a favorite site if it has the maximal local time. In this paper, we show that with probability 1 three favorite sites occurs infinitely often. Our work is inspired by Tóth [Ann. Probab. 29 (2001) 484–503], and disproves a conjecture of Erdős and Révész [In Mathematical Structure—Computational Mathematics—Mathematical Modelling 2 (1984) 152–157] and of Tóth [Ann. Probab. 29 (2001) 484–503].