Moderate Deviations for Stable Random Walks in Random Scenery
Moderate Deviations for Stable Random Walks in Random Scenery
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DOI：
10.1239/jap/1331216847
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发表时间：
2012-03
影响因子：
1
通讯作者：
Yuqiang Li
中科院分区：
文献类型：
--
作者：
Yuqiang Li
本文证明了随机景物中一维稳定随机游动的中偏差定理。证明依赖于稳定随机游动的最大局部时间的分析，以及随机场景中的随机游动与底层随机游动的自交局部时的矩的比较。
In this paper, a moderate deviation theorem for one-dimensional stable random walks in random scenery is proved. The proof relies on the analysis of maximum local times of stable random walks, and the comparison of moments between random walks in random scenery and self-intersection local times of the underlying random walks.