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arXiv math/0604293math.PR
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随机场景中随机游动的中偏差

Moderate deviations for random walk in random scenery

Klaus Fleischmann, Peter Morters, Vitali Wachtel

摘要:

本文研究了在独立同分布的随机场景中的随机游动,假设场景变量满足Cramer条件.我们证明了适度偏差原则在两个维度和更大的,涵盖所有这些制度的速率和速度不依赖于实际分布的风景。在四维和更大的情况下,我们甚至得到精确的渐近退火概率的一个温和的偏差,扩展经典的中心极限定理的Kesten和斯皮策。在三维和更大的,一个重要的成分的证据是新的浓度不等式自交局部时间的随机游动,这是独立的利益,而在二维度,我们使用最近的适度偏差结果自交局部时间,这是由于巴斯,陈和罗森。

英文摘要:

We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering all those regimes where rate and speed do not depend on the actual distribution of the scenery. In the case of dimension four and larger we even obtain precise asymptotics for the annealed probability of a moderate deviation, extending a classical central limit theorem of Kesten and Spitzer. In dimension three and larger, an important ingredient in the proofs are new concentration inequalities for self-intersection local times of random walks, which are of independent interest, whilst in dimension two we use a recent moderate deviation result for self-intersection local times, which is due to Bass, Chen and Rosen.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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