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Published online by Cambridge University Press: 24 August 2023
We consider a simple random walk on $\mathbb{Z}^d$ started at the origin and stopped on its first exit time from
$({-}L,L)^d \cap \mathbb{Z}^d$. Write L in the form
$L = m N$ with
$m = m(N)$ and N an integer going to infinity in such a way that
$L^2 \sim A N^d$ for some real constant
$A \gt 0$. Our main result is that for
$d \ge 3$, the projection of the stopped trajectory to the N-torus locally converges, away from the origin, to an interlacement process at level
$A d \sigma_1$, where
$\sigma_1$ is the exit time of a Brownian motion from the unit cube
$({-}1,1)^d$ that is independent of the interlacement process. The above problem is a variation on results of Windisch (2008) and Sznitman (2009).