Let S1(n),…,Sp(n) be independent symmetric random walks in ℤd. We establish moderate deviations and law of the iterated logarithm for the intersection of the ranges
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#{S1[0,n]∩⋯∩Sp[0,n]}
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in the case d=2, p≥2 and the case d=3, p=2.
Publié le : 2005-05-14
Classification:
Intersection of ranges,
random walks,
moderate deviations,
law of the iterated logarithm,
Gagliardo–Nirenberg inequality,
60D05,
60F10,
60F15,
60G50
@article{1115386717,
author = {Chen, Xia},
title = {Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks},
journal = {Ann. Probab.},
volume = {33},
number = {1},
year = {2005},
pages = { 1014-1059},
language = {en},
url = {http://dml.mathdoc.fr/item/1115386717}
}
Chen, Xia. Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks. Ann. Probab., Tome 33 (2005) no. 1, pp. 1014-1059. http://gdmltest.u-ga.fr/item/1115386717/