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Moderate deviation of intersection of ranges of random walks in the stable case

Given p independent, symmetric random walks on d-dimensional integer lattice that are the domain of attraction for a stable distribution, we calculate the moderate deviation of the intersection of ranges of the random walks in the case where the walks intersect infinitely often as time goes to infinity. That is to say, we establish a weak law convergence of intersection of ranges to intersection local time of stable processes and use this convergence as a link to establish deviation results.

Identiferoai:union.ndltd.org:UTENN/oai:trace.tennessee.edu:utk_graddiss-2292
Date01 December 2011
CreatorsGrieves, Justin Anthony
PublisherTrace: Tennessee Research and Creative Exchange
Source SetsUniversity of Tennessee Libraries
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceDoctoral Dissertations

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