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 Electronic Journal of Probability > Vol. 11 (2006) > Paper 37 open journal systems 


Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks

Richard F Bass, University of Connecticut
Xia Chen, University of Tennessee
Jay Rosen, College of Staten Island, CUNY


Abstract
We study moderate deviations for the renormalized self-intersection local time of planar random walks. We also prove laws of the iterated logarithm for such local times.


Full text: PDF

Pages: 993-1030

Published on: October 27, 2006
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Electronic Journal of Probability. ISSN: 1083-6489