scholarly journals Moderate Deviations for Stable Random Walks in Random Scenery

2012 ◽  
Vol 49 (1) ◽  
pp. 280-294 ◽  
Author(s):  
Yuqiang Li

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.

2012 ◽  
Vol 49 (01) ◽  
pp. 280-294
Author(s):  
Yuqiang Li

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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