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May 2005 Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks
Xia Chen
Ann. Probab. 33(3): 1014-1059 (May 2005). DOI: 10.1214/009117905000000035

Abstract

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

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Xia Chen. "Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks." Ann. Probab. 33 (3) 1014 - 1059, May 2005. https://doi.org/10.1214/009117905000000035

Information

Published: May 2005
First available in Project Euclid: 6 May 2005

zbMATH: 1066.60013
MathSciNet: MR2135311
Digital Object Identifier: 10.1214/009117905000000035

Subjects:
Primary: 60D05 , 60F10 , 60F15 , 60G50

Keywords: Gagliardo–Nirenberg inequality , Intersection of ranges , Law of the iterated logarithm , Moderate deviations , Random walks

Rights: Copyright © 2005 Institute of Mathematical Statistics

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Vol.33 • No. 3 • May 2005
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