How large a disc is covered by a random walk in n steps?
Abstract
We show that the largest disc covered by a simple random walk (SRW) on after n steps has radius n^{1/4+o(1)}, thus resolving an open problem of R\'{e}v\'{e}sz [Random Walk in Random and Non-Random Environments (1990) World Scientific, Teaneck, NJ]. For any fixed , the largest disc completely covered at least times by the SRW also has radius n^{1/4+o(1)}. However, the largest disc completely covered by each of independent simple random walks on after steps is only of radius . We complement this by showing that the radius of the largest disc completely covered at least a fixed fraction of the maximum number of visits to any site during the first steps of the SRW on , is . We also show that almost surely, for infinitely many values of it takes about 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 R\'{e}v\'{e}sz [Ann. Probab. 21 (1993) 318--328].
Cite
@article{arxiv.math/0503139,
title = {How large a disc is covered by a random walk in n steps?},
author = {Amir Dembo and Yuval Peres and Jay Rosen},
journal= {arXiv preprint arXiv:math/0503139},
year = {2009}
}
Comments
Published at http://dx.doi.org/10.1214/009117906000000854 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)