On the area of the circles covered by a random walk (Q1109422): Difference between revisions

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Property / cites work: Some problems concerning the structure of random walk paths / rank
 
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Latest revision as of 09:30, 30 July 2024

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On the area of the circles covered by a random walk
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    On the area of the circles covered by a random walk (English)
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    1988
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    A simply symmetric random walk on the plane is considered. Let \[ Q(N)=\{x=(i,j):\quad ||x|| = (i^2+j^2)^{1/2}\leq N\}. \] The circle \(Q(N)\) is covered by the random walk in time \(n\) if \(\xi(x,n)>0\) for every \(x\in Q(N)\) where \(\xi(x,n)\) means the number of passings through the point x during time \(n\). Let \(R(n)\) be the largest integer for which \(Q(R(n))\) is covered in \(n\). For \(R(n)\) the following lower estimate is proved: for any \(\epsilon >0\) \(R(n)\geq \exp ((\log n)^{1/2}/(\log_2n)^{3/4+\epsilon})\) a.s. for all finitely many \(n\) where \(\log_k\) is the \(k\) times iterated logarithm. An estimate is obtained for the density \(K(N,n)\) of the points of \(Q(N)\) covered by the random walk. Some further related problems are formulated.
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    random walk on the plane
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    iterated logarithm
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