Cover times for Brownian motion and random walks in two dimensions

LetT (x;") denote the rst hitting time of the disc of radius " centered at x for Brownian motion on the two dimensional torus T 2 . We prove that sup x2T2T (x;")=j log"j 2 ! 2= as " ! 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 2 is asymptotic to 4n 2 (logn) 2 = . Determining 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 non-rigorously in the physics literature. We also establish a conjecture, due to Kesten and R ev esz, that describes the asymptotics for the number of steps needed by simple random walk in Z 2 to cover the disc of radius n.

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