Abstract
In this paper, a moderate deviation theorem for one-dimensional stable random walks in random scenery is proved. The proof relies on the analysis of maximum local times of stable random walks, and the comparison of moments between random walks in random scenery and self-intersection local times of the underlying random walks.
| Original language | English |
|---|---|
| Pages (from-to) | 280-294 |
| Number of pages | 15 |
| Journal | Journal of Applied Probability |
| Volume | 49 |
| Issue number | 1 |
| DOIs | |
| State | Published - Mar 2012 |
Keywords
- Moderate deviation 2010 Mathematics Subject Classification
- Primary 60K37
- Random walk in random scenery
- Stable random walk