scholarly journals Self-intersection local times of random walks: exponential moments in subcritical dimensions

2011 ◽  
Vol 154 (3-4) ◽  
pp. 585-605 ◽  
Author(s):  
Mathias Becker ◽  
Wolfgang König
Keyword(s):  
Random Walks ◽  
Local Times ◽  
Exponential Moments ◽  
Intersection Local Times

scholarly journals Moderate Deviations for Stable Random Walks in Random Scenery

2012 ◽  
Vol 49 (01) ◽  
pp. 280-294
Author(s):  
Yuqiang Li
Keyword(s):  
Random Walks ◽  
Moderate Deviation ◽  
Moderate Deviations ◽  
Local Times ◽  
One Dimensional ◽  
Random Scenery ◽  
Intersection Local Times

In this paper, a moderate deviation theorem for one-dimensional stable random walks in random scenery is proved. The proof relies on the analysis of maximum local times of stable random walks, and the comparison of moments between random walks in random scenery and self-intersection local times of the underlying random walks.

scholarly journals Moderate Deviations for Stable Random Walks in Random Scenery

2012 ◽  
Vol 49 (1) ◽  
pp. 280-294 ◽  
Author(s):  
Yuqiang Li
Keyword(s):  
Random Walks ◽  
Moderate Deviation ◽  
Moderate Deviations ◽  
Local Times ◽  
One Dimensional ◽  
Random Scenery ◽  
Intersection Local Times

In this paper, a moderate deviation theorem for one-dimensional stable random walks in random scenery is proved. The proof relies on the analysis of maximum local times of stable random walks, and the comparison of moments between random walks in random scenery and self-intersection local times of the underlying random walks.

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