2001
DOI: 10.1007/pl00008780
|View full text |Cite
|
Sign up to set email alerts
|

A large-deviation result for the range of random walk and for the Wiener sausage

Abstract: Let {S n } be a random walk on ‫ޚ‬ d and let R n be the number of different points among 0, S 1 , . . . , S n−1 . We prove here that if d ≥ 2, then ψ(x) := lim n→∞ (−1/n) log P {R n ≥ nx} exists for x ≥ 0 and establish some convexity and monotonicity properties of ψ(x). The one-dimensional case will be treated in a separate paper.We also prove a similar result for the Wiener sausage (with drift). Let B(t) be a d-dimensional Brownian motion with constant drift, and for a bounded set A ⊂ ‫ޒ‬ d letThen φ(x) := li… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

0
29
0

Year Published

2006
2006
2020
2020

Publication Types

Select...
10

Relationship

2
8

Authors

Journals

citations
Cited by 29 publications
(29 citation statements)
references
References 16 publications
0
29
0
Order By: Relevance
“…[DV79, LG86, La91, MR97, HK01,Ch04]. This research is often motivated by the rôle these quantities play in quantum field theory, see e.g.…”
Section: Motivationmentioning
confidence: 99%
“…[DV79, LG86, La91, MR97, HK01,Ch04]. This research is often motivated by the rôle these quantities play in quantum field theory, see e.g.…”
Section: Motivationmentioning
confidence: 99%
“…Upward large deviations are obtained by Hamana and Kesten [HK01]. Their result implies that there exists a positive function J d , such that for ε ∈ (0, 1 − κ d ),…”
Section: Preliminariesmentioning
confidence: 91%
“…Assuming that we can expand 1 m log E[e −uQm ] as u ↓ 0 (we will also take m 1/u), we get . When trying to optimise over m, we realise that we need to take u 2 m 3/2 m −1/2 (and the term u log m will turn out to be negligible): taking m = cu −1 (where the constant c is chosen so as to optimise the parenthesis above), we get that [6] that the range R n of simple random walk satisfies an upward large deviation principle for d ≥ 2. Namely, they showed that the limit The following conjecture deals with the upward large deviations of the range trimmed when the local times exceed a certain threshold.…”
Section: Appendix a Bridge Estimatesmentioning
confidence: 99%