Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks
Chen, Xia
Ann. Probab., Tome 33 (2005) no. 1, p. 1014-1059 / Harvested from Project Euclid
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 ¶ #{S1[0,n]∩⋯∩Sp[0,n]} ¶ 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/