Moderate deviations for a random walk in random scenery

DOI10.1016/J.SPA.2007.11.001zbMATH Open1157.60020arXivmath/0604293OpenAlexW2076801774MaRDI QIDQ952824FDOQ952824

Authors: Klaus Fleischmann, Peter Mörters, Vitali Wachtel 

Publication date: 14 November 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/math/0604293

Recommendations

• Moderate deviations for stable random walks in random scenery
• Moderate deviations for one-dimensional random walk in random scenery
• Self-normalized moderate deviations for random walk in random scenery
• Annealed deviations of random walk in random scenery
• Moderate deviations for the self-normalized random walk in random scenery

zbMATH Keywords

dependent random variableslarge deviationsconcentration inequalitiesprecise asymptoticsself-intersection local timesmaximum of local timesmoderate deviation principlesmoderate deviation regimesCramér's condition

Mathematics Subject Classification ID

Large deviations (60F10) Processes in random environments (60K37)

Cites Work

• Title not available (Why is that?)
• Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks
• Title not available (Why is that?)
• Large deviations of sums of independent random variables
• A limit theorem related to a new class of self similar processes
• Title not available (Why is that?)
• A central limit theorem for two-dimensional random walks in random sceneries
• Lower Bounds on Large Deviation Probabilities for Sums of Independent Random Variables
• A note on random walk in random scenery
• Title not available (Why is that?)
• Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
• Large and moderate deviations for the local time of a recurrent Markov chain on \(\mathbb{Z}^2\)
• Random walk in random scenery and self-intersection local times in dimensions \(d \geq 5\)
• Deviations of a random walk in a random scenery with stretched exponential tails
• Moderate deviations for diffusions in a random Gaussian shear flow drift
• Annealed large deviations for diffusions in a random Gaussian shear flow drift.
• Annealed deviations of random walk in random scenery
• Large deviations for Brownian motion in a random scenery
• Wiener's test for random walks with mean zero and finite variance
• Large deviations for a Markov chain in a random landscape

Cited In (13)

• Deviations of a random walk in a random scenery with stretched exponential tails
• How to read a randomly mixed up message
• The quenched limiting distributions of a charged-polymer model
• Some remarks on the large deviation of the visited sites of simple random walk in random scenery
• 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

This page was built for publication: Moderate deviations for a random walk in random scenery

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q952824)