Large and moderate deviations for the local time of a recurrent Markov chain on ℤ 2

N. Gantert; O. Zeitouni

Annales de l'I.H.P. Probabilités et statistiques (1998)

  • Volume: 34, Issue: 5, page 687-704
  • ISSN: 0246-0203

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Gantert, N., and Zeitouni, O.. "Large and moderate deviations for the local time of a recurrent Markov chain on $\mathbb {Z}^2$." Annales de l'I.H.P. Probabilités et statistiques 34.5 (1998): 687-704. <http://eudml.org/doc/77617>.

@article{Gantert1998,
author = {Gantert, N., Zeitouni, O.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {recurrent Markov chain; local time; large deviation; Strassen's functional law},
language = {eng},
number = {5},
pages = {687-704},
publisher = {Gauthier-Villars},
title = {Large and moderate deviations for the local time of a recurrent Markov chain on $\mathbb \{Z\}^2$},
url = {http://eudml.org/doc/77617},
volume = {34},
year = {1998},
}

TY - JOUR
AU - Gantert, N.
AU - Zeitouni, O.
TI - Large and moderate deviations for the local time of a recurrent Markov chain on $\mathbb {Z}^2$
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1998
PB - Gauthier-Villars
VL - 34
IS - 5
SP - 687
EP - 704
LA - eng
KW - recurrent Markov chain; local time; large deviation; Strassen's functional law
UR - http://eudml.org/doc/77617
ER -

References

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  1. [1] E. Csáki, P. Révész and J. Rosen, Functional laws of the iterated logarithms for local times of recurrent random walks in Z2, to appear in AIHP, 1998. Zbl0913.60052MR1632833
  2. [2] A. Dembo and O. Zeitouni, Large deviations techniques and applications, Second edition, Springer, New York, 1998. Zbl0896.60013MR1619036
  3. [3] J.D. Deuschel and D.W. Stroock, Large deviations, Academic Press, Boston1989. Zbl0705.60029MR997938
  4. [4] N.C. Jain and W.E. Pruitt, Lower tail probability estimates for subordinators and non-decreasing random walks, Ann. Prob, Vol. 15, 1987, pp. 75-101. Zbl0617.60023MR877591
  5. [5] N.C. Jain and W.E. Pruitt, Maximal increments of local time of a random walk, Ann. Prob, Vol. 15, 1987, pp. 1461-1490. Zbl0639.60077MR905342
  6. [6] M. Marcus and J. Rosen, Laws of the iterated logarithm for the local time of recurrent random walks on Z2 and of Lévy processes and random walks in the domain of attraction of Cauchy random variables, Ann. Inst. H. Poincaré, Vol. 30, 1994, pp. 467-499. Zbl0805.60069MR1288360

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