Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks

Details Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks

2005-08-30

arxiv.org/abs/math/0508610v1

Annals of Probability 2005, Vol. 33, No. 3, 1014-1059

Mathematics

Probability

Published at http://dx.doi.org/10.1214/009117905000000035 in the Annals of Probability (http://www.imstat.org/aop/) by the Ins

Scientific paper

10.1214/009117905000000035

Let S_1(n),...,S_p(n) be independent symmetric random walks in Z^d. We
establish moderate deviations and law of the iterated logarithm for the
intersection of the ranges #{S_1[0,n]\cap... \cap S_p[0,n]} in the case d=2,
p\ge 2 and the case d=3, p=2.

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