Cover times for Brownian motion and random walks in two dimensions

被引:103
|
作者
Dembo, A [1 ]
Peres, Y
Rosen, J
Zeitouni, O
机构
[1] Stanford Univ, Stanford, CA 94305 USA
[2] Univ Calif Berkeley, Berkeley, CA 94720 USA
[3] CUNY Coll Staten Isl, Staten Isl, NY USA
[4] Technion Israel Inst Technol, Haifa, Israel
[5] Univ Minnesota, Minneapolis, MN USA
关键词
D O I
10.4007/annals.2004.160.433
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let T(x, epsilon) denote the first hitting time of the disc of radius epsilon centered at x for Brownian motion on the two dimensional torus T-2. We prove that SUPx epsilon T2 T(x, epsilon)/vertical bar log epsilon vertical bar(2) - 2/pi as epsilon -> 0. The same applies to Brownian motion on any smooth, compact connected, two-dimensional, Riemannian manifold with unit area and no boundary. As a consequence, we prove a conjecture, due to Aldous (1989), that the number of steps it takes a simple random walk to cover all points of the lattice torus Z(n)(2) is asymptotic to 4n(2)(logn)(2)/pi. Den termining these asymptotics is an essential step toward analyzing the fractal structure of the set of uncovered sites before coverage is complete; so far, this structure was only studied nonrigorously in the physics literature. We also establish a conjecture, due to Kesten and Revesz, that describes the asymptotics for the number of steps needed by simple random walk in Z(2) to cover the disc of radius n.
引用
收藏
页码:433 / 464
页数:32
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