Moderate deviations for the range of planar random walks

Richard F. Bass; Xia Chen; Jay Rosen

Moderate deviations for the range of planar random walks

Probability 2007-05-23 v1

Authors: Richard F. Bass , Xia Chen , Jay Rosen

Abstract

Given a symmetric random walk in $Z^2$ with finite second moments, let $R_n$ be the range of the random walk up to time $n$ . We study moderate deviations for $R_n -E R_n$ and $E R_n -R_n$ . We also derive the corresponding laws of the iterated logarithm.

Keywords

random walk in random environment random walks

Cite

@article{arxiv.math/0602001,
  title  = {Moderate deviations for the range of planar random walks},
  author = {Richard F. Bass and Xia Chen and Jay Rosen},
  journal= {arXiv preprint arXiv:math/0602001},
  year   = {2007}
}

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