Moderate deviation of intersection of ranges of random walks in the stable case
Date Issued
December 1, 2011
Author(s)
Grieves, Justin Anthony
Advisor(s)
Xia Chen
Additional Advisor(s)
Jan Rosinski, Carl Wagner, Mary Leitnaker
Abstract
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.
Subjects
Disciplines
Degree
Doctor of Philosophy
Major
Mathematics
Embargo Date
December 1, 2011
File(s)![Thumbnail Image]()
Name
dissertation.pdf
Size
1.4 MB
Format
Adobe PDF
Checksum (MD5)
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