Moderate deviations for the range of planar random walks

Richard F. Bass; Xia Chen; Jay Rosen

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Moderate deviations for the range of planar random walks

Richard F. Bass·Xia Chen·Jay Rosen

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Abstract

Given a symmetric random walk in $Z^2$ with finite second moments, let $R_n$ be the range of the random walk up to time $n$. We study moderate deviations for $R_n -E R_n$ and $E R_n -R_n$. We also derive the corresponding laws of the iterated logarithm.

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Richard F. Bass, Xia Chen, Jay Rosen. 2006-01-31. Moderate deviations for the range of planar random walks. https://arxiv.org/abs/math/0602001

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