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

Mathematics – Probability

Scientific paper

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18 pages to appear, Trans. Amer. Math. Soc

Scientific paper

Let R_n be the radius of the largest disk covered after n steps of a simple
random walk. We prove that almost surely limsup_{n \to \infty}(log R_n)^2/(log
n log_3 n) = 1/4, where log_3 denotes 3 iterations of the log function. This is
motivated by a question of Erd\H{o}s and Taylor. We also obtain the analogous
result for the Wiener sausage, refining a result of Meyre and Werner.

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