Extremal geometry of a Brownian porous medium

The path \(W0,t]\) of a Brownian motion on a \(d\) -dimensional torus \(\mathbb T ^d\) run for time \(t\) is a random compact subset of \(\mathbb T ^d\) . We study the geometric properties of the complement \(\mathbb T ^d{{\setminus }} W0,t]\) as \(t\rightarrow \infty \) for \(d\ge 3\) . In particular, we show that the largest regions in \(\mathbb T ^d{{\setminus }} W0,t]\) have a linear scale \(\varphi _d(t)=(d\log t)/(d-2)\kappa _d t]^{1/(d-2)}\) , where \(\kappa _d\) is the capacity of the unit ball. More specifically, we identify the sets \(E\) for which \(\mathbb T ^d{{\setminus }} W0,t]\) contains a translate of \(\varphi _d(t)E\) , and we count the number of disjoint such translates. Furthermore, we derive large deviation principles for the largest inradius of \(\mathbb T ^d{{\setminus }} W0,t]\) as \(t\rightarrow \infty \) and the \(\varepsilon \) -cover time of \(\mathbb T ^d\) as \(\varepsilon \downarrow 0\) . Our results, which generalise laws of large numbers proved by Dembo et al. (Electron J Probab 8(15):1–14, 2003), are based on a large deviation estimate for the shape of the component with largest capacity in \(\mathbb T ^d{{\setminus }} W_{\rho (t)}0,t]\) , where \(W_{\rho (t)}0,t]\) is the Wiener sausage of radius \(\rho (t)\) , with \(\rho (t)\) chosen much smaller than \(\varphi _d(t)\) but not too small. The idea behind this choice is that \(\mathbb T ^d {{\setminus }} W0,t]\) consists of “lakes”, whose linear size is of order \(\varphi _d(t)\) , connected by narrow “channels”. We also derive large deviation principles for the principal Dirichlet eigenvalue and for the maximal volume of the components of \(\mathbb T ^d {{\setminus }} W_{\rho (t)}0,t]\) as \(t\rightarrow \infty \) . Our results give a complete picture of the extremal geometry of \(\mathbb T ^d{{\setminus }} W0,t]\) and of the optimal strategy for \(W0,t]\) to realise extreme events.