Moderate deviations for random walk in random scenery

Details Moderate deviations for random walk in random scenery Moderate deviations for random walk in random scenery

2006-04-12

arxiv.org/abs/math/0604293v2

Mathematics

Probability

30 pages + title page

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Moderate deviations for random walk in random scenery does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Moderate deviations for random walk in random scenery, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Moderate deviations for random walk in random scenery will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-225573