Moderate deviations for the range of planar random walks

Details Moderate deviations for the range of planar random walks Moderate deviations for the range of planar random walks

2006-01-31

arxiv.org/abs/math/0602001v1

Mathematics

Probability

Scientific paper

Given a symmetric random walk in $Z^2$ with finite second moments, let $R_n$
be the range of the random walk up to time $n$. We study moderate deviations
for $R_n -E R_n$ and $E R_n -R_n$. We also derive the corresponding laws of the
iterated logarithm.

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