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Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks

Xia Chen

Published 2005-08-30Version 1

Let S_1(n),...,S_p(n) be independent symmetric random walks in Z^d. We establish moderate deviations and law of the iterated logarithm for the intersection of the ranges #{S_1[0,n]\cap... \cap S_p[0,n]} in the case d=2, p\ge 2 and the case d=3, p=2.

Comments: Published at http://dx.doi.org/10.1214/009117905000000035 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2005, Vol. 33, No. 3, 1014-1059
Categories: math.PR
Subjects: 60D05, 60F10, 60F15, 60G50
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