Moderate Deviations for the Range of Planar Random Walks

ISBN
9780821842874
$70.00
Author Bass, Richard F.
Format Paperback
Details
  • Active Record
  • Individual Title
  • 2009
  • 82
  • Yes
  • 198
  • QA274.73.B376 2009
Given a symmetric random walk in ${mathbb Z}^2$ with finite second moments, let $R_n$ be the range of the random walk up to time $n$. The authors study moderate deviations for $R_n -{mathbb E}R_n$ and ${mathbb E}R_n -R_n$. They also derive the corresponding laws of the iterated logarithm.