scholarly journals Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks

2004 ◽  
Vol 32 (4) ◽  
pp. 3248-3300 ◽  
Author(s):  
Xia Chen
Keyword(s):  
Random Walks ◽  
Local Times ◽  
Iterated Logarithm ◽  
Exponential Asymptotics ◽  
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.

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