Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks

被引：17

作者：

Bass, Richard F. ^{[1
]}

Chen, Xia

Rosen, Jay

机构：

[1] Univ Connecticut, Dept Math, Storrs, CT 06269 USA

[2] Univ Tennessee, Dept Math, Knoxville, TN 37996 USA

[3] CUNY Coll Staten Isl, Dept Math, Staten Isl, NY 10314 USA

来源：

ELECTRONIC JOURNAL OF PROBABILITY | 2006年 / 11卷

关键词：

intersection local time; moderate deviations; planar; random walks; large deviations; Brownian motion; Gagliardo-Nirenberg; law of the iterated logarithm;

D O I：

10.1214/EJP.v11-362

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study moderate deviations for the renormalized self-intersection local time of planar random walks. We also prove laws of the iterated logarithm for such local times.

引用

页码：993 / 1030

页数：38

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