Laws of the iterated logarithm for the range of random walks in two and three dimensions

DOI10.1214/AOP/1029867131MaRDI QIDQ1872297zbMATH OpenOpenAlexFDO

Authors Richard F. Bass, Takashi Kumagai

Publication date 6 May 2003

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1029867131

zbMATH Keywords

almost sure invariance principleintersection local timelaw of the iterated logarithmrange of random walk

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

Let \((S_n)\) be a random walk in \(Z^d\), i.e. the sum of i.i.d. centered random variables \(X_i\) taking values in \(Z^d\). Let \(R_n\) be the range of the random walk, i.e. \(R_n\) is the number of distinct sites visited by \(S_0, S_1, \dots ,S_n\). For \(d=3\), under an additional assumption on the moments of \(X_1\), the authors prove an almost sure invariance principle for \(R_n\). As a corollary, they obtain laws of the iterated logarithm. For \(d=2\), assuming that the two coordinates of \(X_1\) are independent and bounded, they prove a law of the iterated logarithm for the range \(R_n\).

Recommendations

• The law of the iterated logarithm for the single point range of random walk
• An almost sure invariance principle for the range of planar random walks
• An almost sure invariance principle for the range of random walks
• Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks
• Laws of the iterated logarithm for triple intersections of three dimensional random walks

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Cited in

(26)

• The law of the iterated logarithm for the single point range of random walk
• Laws of the iterated logarithm for triple intersections of three dimensional random walks
• Self-intersection local time: critical exponent, large deviations, and laws of the iterated logarithm
• Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks
• An almost sure invariance principle for the range of random walks
• Functional CLT for the range of stable random walks
• Some results for range of random walk on graph with spectral dimension two
• Range-renewal processes: SLLNs and power laws
• Asymptotic entropy of the ranges of random walks on discrete groups
• 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
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• Moderate deviations for the range of planar random walks
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• Some remarks on the large deviation of the visited sites of simple random walk in random scenery
• Laws of the Iterated Logarithm for random walks on Random Conductance Models
• scientific article; zbMATH DE number 5032800 (Why is no real title available?)
• Asymptotics of the moment generating function for the range of random walks
• Invariance principle for the capacity and the cardinality of the range of stable random walks
• Capacity of the range of random walks on groups
• Capacity of the range of random walk: the law of the iterated logarithm
• The range of stable random walks
• Moderate and small deviations for the ranges of one-dimensional random walks
• On the range of pinned random walks
• Strong approximations of three-dimensional Wiener sausages

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