Random Walks on Discrete Cylinders and Random Interlacements

We explore some of the connections between the local picture left by the trace of simple random walk on a discrete cylinder with base a d-dimensional torus, d at least 2, of side-length N running for times of order N^{2d} and the model of random interlacements recently introduced in arXiv:0704.2560. In particular we show that when the base becomes large, in the neighborhood of a point of the cylinder with a vertical component of order N^d, the complement of the set of points visited by the walk up to times of order N^{2d}, is close in distribution to the law of the vacant set of random interlacements at a level which is determined by an independent Brownian local time. The limit of the local pictures in the neighborhood of finitely many points is also derived.