Large deviations for the range of an integer valued random walk

Yuji Hamana; Harry Kesten

Annales de l'I.H.P. Probabilités et statistiques (2002)

  • Volume: 38, Issue: 1, page 17-58
  • ISSN: 0246-0203

How to cite

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Hamana, Yuji, and Kesten, Harry. "Large deviations for the range of an integer valued random walk." Annales de l'I.H.P. Probabilités et statistiques 38.1 (2002): 17-58. <http://eudml.org/doc/77707>.

@article{Hamana2002,
author = {Hamana, Yuji, Kesten, Harry},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {large deviations; range of a random walk},
language = {eng},
number = {1},
pages = {17-58},
publisher = {Elsevier},
title = {Large deviations for the range of an integer valued random walk},
url = {http://eudml.org/doc/77707},
volume = {38},
year = {2002},
}

TY - JOUR
AU - Hamana, Yuji
AU - Kesten, Harry
TI - Large deviations for the range of an integer valued random walk
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2002
PB - Elsevier
VL - 38
IS - 1
SP - 17
EP - 58
LA - eng
KW - large deviations; range of a random walk
UR - http://eudml.org/doc/77707
ER -

References

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  1. [1] P. Billingsley, Probability and Measure, Wiley, 1986. Zbl0411.60001MR830424
  2. [2] A. Dembo, O. Zeitouni, Large Deviations Techniques and Applications, Springer-Verlag, 1998. Zbl0896.60013MR1619036
  3. [3] W. Feller, An Introduction to Probability Theory and its Applications, Vol. I, Wiley, 1968. Zbl0039.13201MR228020
  4. [4] Y. Hamana, H. Kesten, A large deviation result for the range of a random walk and for the Wiener sausage, Probab. Theory Related Fields (2001). Zbl1015.60092MR1841327
  5. [5] J.M. Hammersley, D.J.A. Welsh, Further results on the rate of convergence to the connective constant of the hypercubical lattice, Quart. J. Math, 2nd series13 (1962) 108-110. Zbl0123.00304MR139535
  6. [6] G. Pólya, G. Szegö, Aufgaben und Lehrsätze aus der Analysis, Springer-Verlag, 1954. Zbl0055.27803
  7. [7] F. Spitzer, Discussion of “Subadditive ergodic theory” by J.F.C. Kingman, Ann. Probab.1 (1973) 904-905. 
  8. [8] F. Spitzer, Principles of Random Walk, Springer-Verlag, 1976. Zbl0359.60003MR388547

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