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Moderate Deviations for Stable Random Walks in Random Scenery

Part of: Special processes Limit theorems

Published online by Cambridge University Press:  04 February 2016

Yuqiang Li
Yuqiang Li*
Affiliation:
East China Normal University
*
∗ Postal address: School of Finance and Statistics, East China Normal University, Shanghai 200241, P. R. China. Email address: yqli@stat.ecnu.edu.cn
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Abstract

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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.

Keywords

Random walk in random scenerystable random walkmoderate deviation

MSC classification

Primary: 60K37: Processes in random environments
Secondary: 60F10: Large deviations
Type
Research Article
Information
Journal of Applied Probability , Volume 49 , Issue 1 , March 2012 , pp. 280 - 294
Copyright
© Applied Probability Trust 

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