Moderate deviations for a random walk in random scenery
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Abstract: 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 all those regimes where rate and speed do not depend on the actual distribution of the scenery. In the case of dimension four and larger we even obtain precise asymptotics for the annealed probability of a moderate deviation, extending a classical central limit theorem of Kesten and Spitzer. In dimension three and larger, an important ingredient in the proofs are new concentration inequalities for self-intersection local times of random walks, which are of independent interest, whilst in dimension two we use a recent moderate deviation result for self-intersection local times, which is due to Bass, Chen and Rosen.
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Cites work
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- scientific article; zbMATH DE number 3504208 (Why is no real title available?)
- scientific article; zbMATH DE number 3194856 (Why is no real title available?)
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- Moderate deviations for diffusions in a random Gaussian shear flow drift
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(13)- Deviations of a random walk in a random scenery with stretched exponential tails
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- Moderate deviations for stable random walks in random scenery
- The two regimes of moderate deviations for the range of a transient walk
- Moderate deviations for one-dimensional random walk in random scenery
- Moderate deviations for the self-normalized random walk in random scenery
- Self-normalized moderate deviations for random walk in random scenery
- Shape transition under excess self-intersections for transient random walk
- Annealed deviations of random walk in random scenery
- Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
- Quenched tail estimate for the random walk in random scenery and in random layered conductance
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