A theorem of Bourgain states that the harmonic measure for a domain in Rd
is supported on a set of Hausdorff dimension strictly less than d
\cite{Bourgain}. We apply Bourgain's method to the discrete case, i.e., to the
distribution of the first entrance point of a random walk into a subset of Zd, d≥2. By refining the argument, we prove that for all \b>0 there
exists \rho (d,\b)N(d,\b), any x∈Zd, and any A⊂{1,...,n}d | \{y\in\Z^d\colon \nu_{A,x}(y)
\geq n^{-\b} \}| \leq n^{\rho(d,\b)}, where νA,x(y) denotes the
probability that y is the first entrance point of the simple random walk
starting at x into A. Furthermore, ρ must converge to d as \b \to
\infty.Comment: 16 pages, 2 figures. Part (B) of the theorem is ne