An LIL for cover times of disks by planar random walk and Wiener sausage

Abstract

Let Rn be the radius of the largest disk covered after n steps of a simple random walk. We prove that almost surely limsupn ∞(log Rn)2/(log n log3 n) = 1/4, where log3 denotes 3 iterations of the log function. This is motivated by a question of Erdos and Taylor. We also obtain the analogous result for the Wiener sausage, refining a result of Meyre and Werner.

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