Journal of Applied Probability

Moderate deviations for stable random walks in random scenery

Yuqiang Li

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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.

Article information

Source
J. Appl. Probab., Volume 49, Number 1 (2012), 280-294.

Dates
First available in Project Euclid: 8 March 2012

Permanent link to this document
https://projecteuclid.org/euclid.jap/1331216847

Digital Object Identifier
doi:10.1239/jap/1331216847

Mathematical Reviews number (MathSciNet)
MR2952895

Zentralblatt MATH identifier
1236.60099

Subjects
Primary: 60K37: Processes in random environments
Secondary: 60F10: Large deviations

Keywords
Random walk in random scenery stable random walk moderate deviation

Citation

Li, Yuqiang. Moderate deviations for stable random walks in random scenery. J. Appl. Probab. 49 (2012), no. 1, 280--294. doi:10.1239/jap/1331216847. https://projecteuclid.org/euclid.jap/1331216847


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