Moderate deviations for the range of planar random walks

DOI10.1090/MEMO/0929MaRDI QIDQ3619587zbMATH OpenOpenAlexFDO

Authors Richard F. Bass, Xia Chen, Jay Rosen

Publication date 8 April 2009

Published in Memoirs of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0602001

zbMATH Keywords

Gagliardo-Nirenberg inequalityIntersection local timeLaw of iterated logarithmModerate deviationsRandom walksRange

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Large deviations (60F10) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55)

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.

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Cited in

(11)

• Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks
• The two regimes of moderate deviations for the range of a transient walk
• Some results for range of random walk on graph with spectral dimension two
• A note on the intersections of two random walks in two dimensions
• Large deviations estimates for self-intersection local times for simple random walk in \({\mathbb{Z}}^3\)
• An almost sure invariance principle for the range of planar random walks
• Large deviations of the range of the planar random walk on the scale of the mean
• Moderate deviations for the range of a transient random walk: path concentration
• Invariance principle for the capacity and the cardinality of the range of stable random walks
• Capacity of the range of random walk: the law of the iterated logarithm
• Moderate and small deviations for the ranges of one-dimensional random walks

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