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
收藏
页码：993 / 1030
页数：38
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