A simple proof of the DPRZ theorem for 2d cover times (Q2184824)
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English | A simple proof of the DPRZ theorem for 2d cover times |
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A simple proof of the DPRZ theorem for 2d cover times (English)
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29 May 2020
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Denote by \(\mathbb{T}_2\) the two-dimensional unit torus, by \(T_{\varepsilon}(x)\) the fist time Brownian motion (BM) hits the \(\varepsilon\)-ball centered in \(x\in \mathbb{T}_2\) for \(\varepsilon>0\). Then the \(\varepsilon\)-cover time of \(\mathbb{T}_2\) by BM is defined by \[ T_{\varepsilon}\equiv \sup_{x\in \mathbb{T}_2}T_{\varepsilon}(x). \] \textit{A. Dembo} et al. proved the following celebrated theorem in [Ann. Math. (2) 160, No. 2, 433--464 (2004; Zbl 1068.60018)]: Theorem. Almost surely, \[ \lim_{\varepsilon\downarrow 0}\frac{T_{\varepsilon}}{(\ln \varepsilon)^2}=\frac{2}{\pi}. \] The paper under review gives a simple proof of the above theorem.
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Brownian motion
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multiscale analysis
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cover time
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hitting time
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