Moderate and Small Deviations for the Ranges of One-Dimensional Random Walks

Xia Chen ()
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Xia Chen: University of Tennessee

Journal of Theoretical Probability, 2006, vol. 19, issue 3, 721-739

Abstract: We establish moderate and small deviations for the ranges of integer valued random walks. Our theorems apply to the limsup and the liminf laws of the iterated logarithm.

Keywords: Range; intersection of ranges; random walks; moderate deviation; small deviation; law of the iterated logarithm; 60D05; 60F10; 60F15; 60G50 (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10959-006-0032-3

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