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Moderate Deviations for the Range of Planar Random Walks
| eBook ISBN: | 978-1-4704-0535-9 |
| Product Code: | MEMO/198/929.E |
| List Price: | $66.00 |
| MAA Member Price: | $59.40 |
| AMS Member Price: | $39.60 |
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Moderate Deviations for the Range of Planar Random Walks
| eBook ISBN: | 978-1-4704-0535-9 |
| Product Code: | MEMO/198/929.E |
| List Price: | $66.00 |
| MAA Member Price: | $59.40 |
| AMS Member Price: | $39.60 |
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Book DetailsMemoirs of the American Mathematical SocietyVolume: 198; 2009; 82 ppMSC: Primary 60
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.
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Table of Contents
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Chapters
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Chapter 1. Introduction
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Chapter 2. History
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Chapter 3. Overview
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Chapter 4. Preliminaries
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Chapter 5. Moments of the range
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Chapter 6. Moderate deviations for $R_n - \mathbb {E}R_n$
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Chapter 7. Moderate deviations for $\mathbb {E}R_n - R_n$
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Chapter 8. Exponential asymptotics for the smoothed range
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Chapter 9. Exponential approximation
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Chapter 10. Laws of the iterated logarithm
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Volume: 198; 2009; 82 pp
MSC: Primary 60
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.
-
Chapters
-
Chapter 1. Introduction
-
Chapter 2. History
-
Chapter 3. Overview
-
Chapter 4. Preliminaries
-
Chapter 5. Moments of the range
-
Chapter 6. Moderate deviations for $R_n - \mathbb {E}R_n$
-
Chapter 7. Moderate deviations for $\mathbb {E}R_n - R_n$
-
Chapter 8. Exponential asymptotics for the smoothed range
-
Chapter 9. Exponential approximation
-
Chapter 10. Laws of the iterated logarithm
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