On the large deviations rate function for symmetric simple random walk in dimension d Z_+

MaRDI QIDQ6564553zbMATH OpenFDO

Authors Christian Beneš

Publication date 1 July 2024

Published in ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

random walklarge deviationslocal limit theorems

Mathematics Subject Classification ID

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

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Cites work

• A local limit theorem and loss of rotational symmetry of planar symmetric simple random walk
• Asymptotic probabilities and differential equations
• Integro-Local Limit Theorems Including Large Deviations for Sumsof Random Vectors.
• Intersections of random walks.
• Random walk: A modern introduction
• Sur un nouveau théorème-limite de la théorie des probabilités.
• Über eine Aufgabe der Wahrscheinlichkeitsrechnung betreffend die Irrfahrt im Straßennetz.
• Über einen neuen Grenzwertsatz der Wahrscheinlichkeitsrechnung.

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