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A note on the intersections of two random walks in two dimensions

Quirin Vogel

Statistics & Probability Letters, 2021, vol. 178, issue C

Abstract: In this note we prove a large deviation result for the intersection of ranges of two independent random walks in dimension two. This complements the study of Phetpradap from 2011, where the intersection in dimension three and above was studied.

Keywords: Random walks; Large deviations; Random walk range (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spl.2021.109195

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