中文

Moderate deviations for the range of planar random walks

概率论 2007-05-23 v1

摘要

Given a symmetric random walk in Z2Z^2 with finite second moments, let RnR_n be the range of the random walk up to time nn. We study moderate deviations for RnERnR_n -E R_n and ERnRnE R_n -R_n. We also derive the corresponding laws of the iterated logarithm.

关键词

引用

@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}
}