Moderate Deviations for the Range of Planar Random Walks
| Author | : Richard F. Bass |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 98 |
| Release | : 2009-03-06 |
| ISBN-10 | : 9780821842874 |
| ISBN-13 | : 0821842870 |
| Rating | : 4/5 (74 Downloads) |
Book Synopsis Moderate Deviations for the Range of Planar Random Walks by : Richard F. Bass
Download or read book Moderate Deviations for the Range of Planar Random Walks written by Richard F. Bass and published by American Mathematical Soc.. This book was released on 2009-03-06 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt: Given a symmetric random walk in ${\mathbb Z}^2$ with finite second moments, let $R_n$ be the range of the random walk up to time $n$. The authors study moderate deviations for $R_n -{\mathbb E}R_n$ and ${\mathbb E}R_n -R_n$. They also derive the corresponding laws of the iterated logarithm.
