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Related papers: Moderate deviations for the range of planar random…

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Let B_n be the number of self-intersections of a symmetric random walk with finite second moments in the integer planar lattice. We obtain moderate deviation estimates for B_n - E B_n and E B_n- B_n, which are given in terms of the best…

Probability · Mathematics 2007-05-23 Richard F. Bass , Xia Chen , Jay Rosen

Let S_1(n),...,S_p(n) be independent symmetric random walks in Z^d. We establish moderate deviations and law of the iterated logarithm for the intersection of the ranges #{S_1[0,n]\cap... \cap S_p[0,n]} in the case d=2, p\ge 2 and the case…

Probability · Mathematics 2007-05-23 Xia Chen

We prove a moderate deviation principle for the capacity of the range of random walk in $\mathbb{Z}^5$. Depending on the scale of deviation, we get two different regimes. We observe Gaussian tails when the deviation scale is smaller than…

Probability · Mathematics 2025-11-11 Arka Adhikari , Jiyun Park

We consider a $\mathbb{R}^d$-valued branching random walk with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. With the help of the…

Probability · Mathematics 2019-10-15 Chunmao Huang , Xin Wang , Xiaoqiang Wang

Consider the random walk $G_n : = g_n \ldots g_1$, $n \geq 1$, where $(g_n)_{n\geq 1}$ is a sequence of independent and identically distributed random elements with law $\mu$ on the general linear group ${\rm GL}(V)$ with $V=\mathbb R^d$.…

Probability · Mathematics 2022-09-13 Hui Xiao , Ion Grama , Quansheng Liu

We obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched…

Probability · Mathematics 2020-05-18 Amine Asselah , Bruno Schapira

We give refined estimates for the discrete time and continuous time versions of some basic random walks on the symmetric and alternating groups $S_n$ and $A_n$. We consider the following models: random transposition, transpose top with…

Probability · Mathematics 2008-09-04 L. Saloff-Coste , J. Zuniga

We obtain estimates for large and moderate deviations for the capacity of the range of a random walk on $\mathbb{Z}^d$, in dimension $d\ge 5$, both in the upward and downward directions. The results are analogous to those we obtained for…

Probability · Mathematics 2020-05-20 Amine Asselah , Bruno Schapira

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

Statistical Mechanics · Physics 2007-05-23 L. Turban

We study random walks on metric spaces with contracting isometries. In this first article of the series, we establish sharp deviation inequalities by adapting Gou\"ezel's pivotal time construction. As an application, we establish the…

Probability · Mathematics 2025-10-28 Inhyeok Choi

We derive a local limit theorem for normal, moderate, and large deviations for symmetric simple random walk on the square lattice in dimensions one and two that is an improvement of existing results for points that are particularly distant…

Probability · Mathematics 2020-05-12 Christian Beneš

In this note, we compute the probability that a two-dimensional symmetric random walk visits more vertices than expected, for deviations on scales between the mean behavior and linear growth.

Probability · Mathematics 2026-02-26 Serguei Popov , Quirin Vogel

Using martingale methods, we obtain some upper bounds for large and moderate deviations of products of independent and identically distributed elements of GL d (R). We investigate all the possible moment conditions, from super-exponential…

Probability · Mathematics 2016-10-25 Christophe Cuny , Jérôme Dedecker , Florence Merlevède

We study the upper tail behaviors of the local times of the additive L\'{e}vy processes and additive random walks. The limit forms we establish are the moderate deviations and the laws of the iterated logarithm for the L_2-norms of the…

Probability · Mathematics 2011-11-10 Xia Chen

We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering…

Probability · Mathematics 2007-05-23 Klaus Fleischmann , Peter Morters , Vitali Wachtel

We obtain large deviations estimates for the self-intersection local times for a symmetric random walk in dimension 3. Also, we show that the main contribution to making the self-intersection large, in a time period of length $n$, comes…

Probability · Mathematics 2007-05-23 Amine Asselah

The deviation principles of record numbers in random walk models have not been completely investigated, especially for the non-nearest neighbor cases. In this paper, we derive the asymptotic probabilities of large and moderate deviations…

Probability · Mathematics 2022-12-07 Yuqiang Li , Qiang Yao

We consider a branching random walk on $\mathbb{R}$ with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$ and $\tilde Z_n(t)=\int…

Probability · Mathematics 2015-04-07 Xiaoqiang Wang , Chunmao Huang

In this paper, we find a natural four dimensional analog of the moderate deviation results for the capacity of the random walk, which corresponds to Bass, Chen and Rosen \cite{BCR} concerning the volume of the random walk range for $d=2$.…

Probability · Mathematics 2024-09-17 Arka Adhikari , Izumi Okada

Let $G$ be an infinite connected graph with vertex set $V$. Let $\{S_n: n \in \mathbb N_0 \}$ be the simple random walk on $G$ and let $\{ \xi(v) : v \in V \}$ be a collection of i.i.d. random variables which are independent of the random…

Probability · Mathematics 2021-03-11 Tal Peretz
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