Counting planar random walk holes (Q2468422)

For a simple planar random walk the author defines the {\parindent7mm \begin{itemize}\item[(1)] \textit{components} to be the connected components of the complement of the polygonal line drawn by the walk (up to time \(2n\)) in the plane, \item[(2)] \textit{lattice holes} to be the connected components of the complement of the walk (up to time \(2n\)) in the lattice. \end{itemize}} The area of a component is its Lebesgue measure, and the area of a hole the number of lattice points. It is shown that, for sufficiently small \(\delta>0\), the number \(N_n(\delta)\) of holes of area \(\geq n^{1-\delta}\) satisfies \[ \frac{\log^{2(n^\delta)}}{n^\delta} N_n(\delta) \to 2\pi \] in probability. The proof uses (rather subtle) approximation from the Brownian motion analogue due to [\textit{J.-F. Le Gall}, Random walks, Brownian motion, and interacting particle systems, Festschr. in Honor of Frank Spitzer, Prog. Probab. 28, 323--338 (1991; Zbl 0748.60073)].