Clusters of a random walk on the plane (Q2365748)

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scientific article; zbMATH DE number 222711
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    Clusters of a random walk on the plane
    scientific article; zbMATH DE number 222711

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      Clusters of a random walk on the plane (English)
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      29 June 1993
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      Let \(\{S_ n\}\) be the simple symmetric random walk on the lattice of the plane and \(\xi(x,n)=\#\{k: 0<k\leq n,\;S_ k=x\}\). The disc \(Q(N)\) of radius \(N\) around the origin is said covered by the random walk if \(\xi(x,n)>0\) for every \(x\in Q(N)\). \(R(n)\) is the largest integer for which \(Q(R(n))\) is covered in time \(n\). Two side inequalities for \(R(n)\) were established by \textit{P. Erdős} and \textit{P. Révész} [J. Multivariate Anal. 27, No. 1, 169-180 (1988; Zbl 0655.60055)], \textit{P. Révész} [Almost everywhere convergence, Proc. Int. Conf., Columbus/OH 1988, 369-392 (1989; Zbl 0687.60066) and Ann. Probab. 18, No. 4, 1784- 1789 (1990; Zbl 0721.60071)], and \textit{P. Auer} [Stat. Probab. Lett. 9, No. 5, 403-407 (1990; Zbl 0698.60059)] which show that \(R(n)\) is about \(\exp((\log n)^{1/2})\). In the present paper the author investigates the radius of the largest disc around \(u\) covered by the random walk in time \(n\). If \(r(n)\) is the largest integer for which there exists a random vector \(u\) such that \(Q(u,r(n))\) is covered by \(S_ n\), then \(r(n)\geq n^{1/50}\) for all but finitely many \(n\) a.s. is proved in Theorem 1. Theorem 2 shows that there exists a ``nearly'' homogeneously covered disc of radius \(n^{1/50}\).
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      covered disc
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      strong laws
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      local time
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      symmetric random walk
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