A note on the intersections of two random walks in two dimensions

DOI10.1016/J.SPL.2021.109195MaRDI QIDQ2244610zbMATH OpenOpenAlexFDO

Authors Quirin Vogel

Publication date 12 November 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.13432

zbMATH Keywords

large deviationsrandom walk rangerandom walks

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

Abstract: In this note we prove a large deviation result for the intersection of the ranges of two independent random walks in dimension two. This complements the study of Phetpradap from 2011, where the intersection in dimension three and above was studied.

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• Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks
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Cites work

• Extensions of results of Komlós, Major, and Tusnády to the multivariate case
• scientific article; zbMATH DE number 3068096 (Why is no real title available?)
• Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks
• Moderate deviations for the range of planar random walks
• Moderate deviations for the volume of the Wiener sausage
• On the volume of the intersection of two Wiener sausages
• Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection)
• The first hitting time of a single point for random walks

Cited in

(6)

• Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks
• Some notes on random walks in two dimensions
• On the nature of the Swiss cheese in dimension 3
• An intersection property of the simple random walks in \(Z^ d\)
• scientific article; zbMATH DE number 2104201 (Why is no real title available?)
• Large Deviations for Intersections of Random Walks

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