How large a disc is covered by a random walk in n steps?
Dembo, Amir ; Peres, Yuval ; Rosen, Jay
Ann. Probab., Tome 35 (2007) no. 1, p. 577-601 / Harvested from Project Euclid
We show that the largest disc covered by a simple random walk (SRW) on ℤ2 after n steps has radius n1/4+o(1), thus resolving an open problem of Révész [Random Walk in Random and Non-Random Environments (1990) World Scientific, Teaneck, NJ]. For any fixed ℓ, the largest disc completely covered at least ℓ times by the SRW also has radius n1/4+o(1). However, the largest disc completely covered by each of ℓ independent simple random walks on ℤ2 after n steps is only of radius $n^{1/(2+2\sqrt{\ell})+o(1)}$ . We complement this by showing that the radius of the largest disc completely covered at least a fixed fraction α of the maximum number of visits to any site during the first n steps of the SRW on ℤ2, is $n^{(1-\sqrt{\alpha})/4+o(1)}$ . We also show that almost surely, for infinitely many values of n it takes about n1/2+o(1) steps after step n for the SRW to reach the first previously unvisited site (and the exponent 1/2 is sharp). This resolves a problem raised by Révész [Ann. Probab. 21 (1993) 318–328].
Publié le : 2007-03-14
Classification:  Planar random walk,  favorite points,  covered discs,  60G50,  60G17,  82C41
@article{1175287755,
     author = {Dembo, Amir and Peres, Yuval and Rosen, Jay},
     title = {How large a disc is covered by a random walk in n steps?},
     journal = {Ann. Probab.},
     volume = {35},
     number = {1},
     year = {2007},
     pages = { 577-601},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1175287755}
}
Dembo, Amir; Peres, Yuval; Rosen, Jay. How large a disc is covered by a random walk in n steps?. Ann. Probab., Tome 35 (2007) no. 1, pp.  577-601. http://gdmltest.u-ga.fr/item/1175287755/