English

How large a disc is covered by a random walk in n steps?

Probability 2009-09-29 v3

Abstract

We show that the largest disc covered by a simple random walk (SRW) on Z2\mathbb{Z}^2 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 \ell, the largest disc completely covered at least \ell times by the SRW also has radius n^{1/4+o(1)}. However, the largest disc completely covered by each of \ell independent simple random walks on Z2\mathbb{Z}^2 after nn steps is only of radius n1/(2+2)+o(1)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\alpha of the maximum number of visits to any site during the first nn steps of the SRW on Z2\mathbb{Z}^2, is n(1α)/4+o(1)n^{(1-\sqrt{\alpha})/4+o(1)}. We also show that almost surely, for infinitely many values of nn it takes about n1/2+o(1)n^{1/2+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 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)

R2 v1 2026-07-22T17:16:26.994Z