scholarly journals Berry–Esseen bounds and moderate deviations for random walks on GLd(R)

2021 ◽  
Vol 142 ◽  
pp. 293-318
Author(s):  
Hui Xiao ◽  
Ion Grama ◽  
Quansheng Liu
Keyword(s):  
Random Walks ◽  
Moderate Deviations

scholarly journals Moderate deviations for the range of planar random walks

2009 ◽  
Vol 198 (929) ◽  
pp. 0-0 ◽  
Author(s):  
Richard F. Bass ◽  
Xia Chen ◽  
Jay Rosen
Keyword(s):  
Random Walks ◽  
Moderate Deviations

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.

Non-homogeneous Random Walks

2016 ◽  
Author(s):  
Mikhail Menshikov ◽  
Serguei Popov ◽  
Andrew Wade
Keyword(s):  
Random Walks
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