Moderate Deviations for the Range of Planar Random Walks
Author： Richard F. Bass;Xia Chen;Jay Rosen
Publisher： American Mathematical Society
Publication year： 2013
E-ISBN: 9781470405359
P-ISBN(Paperback): 9780821842874
P-ISBN(Hardback): 9780821842874
Subject： O211.6 stochastic process
Keyword： Probability and Statistics
Language： ENG
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Moderate Deviations for the Range of Planar Random Walks
Description
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.