Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory
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Publication:642079
DOI10.1134/S0037446611040082zbMath1227.60059OpenAlexW2114093931MaRDI QIDQ642079
S. A. Utev, George Deligiannidis
Publication date: 25 October 2011
Published in: Siberian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0037446611040082
Sums of independent random variables; random walks (60G50) Processes in random environments (60K37) Functional limit theorems; invariance principles (60F17)
Related Items (9)
Local limit theorem for randomly deforming billiards ⋮ On the quenched functional CLT in random sceneries ⋮ Empirical processes for recurrent and transient random walks in random scenery ⋮ Limit theorems for one and two-dimensional random walks in random scenery ⋮ Chover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attraction ⋮ Self-intersections of trajectories of the Lorentz process ⋮ Optimal bounds for the variance of self-intersection local times ⋮ CLT for random walks of commuting endomorphisms on compact abelian groups ⋮ Limit theorems for additive functionals of random walks in random scenery
Cites Work
- Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
- Moments and distribution of the local time of a two-dimensional random walk
- A short proof of Darboux's lemma
- An invariance principle for certain dependent sequences
- Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
- A law of the iterated logarithm for random walk in random scenery with deterministic normalizers
- A central limit theorem for two-dimensional random walks in random sceneries
- Central limit theorem for sampled sums of dependent random variables
- Singularity Analysis of Generating Functions
- A limit theorem related to a new class of self similar processes
- Tauberian theorems
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