Deviations of a random walk in a random scenery with stretched exponential tails
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References listed on IDEAS
- Castell, F. & Pradeilles, F., 2001. "Annealed large deviations for diffusions in a random Gaussian shear flow drift," Stochastic Processes and their Applications, Elsevier, vol. 94(2), pages 171-197, August.
- Chen, Xia, 2001. "Moderate deviations for Markovian occupation times," Stochastic Processes and their Applications, Elsevier, vol. 94(1), pages 51-70, July.
- Asselah, A. & Castell, F., 2003. "Quenched large deviations for diffusions in a random Gaussian shear flow drift," Stochastic Processes and their Applications, Elsevier, vol. 103(1), pages 1-29, January.
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Cited by:
- Xinwei Feng & Qi-Man Shao & Ofer Zeitouni, 2021. "Self-normalized Moderate Deviations for Random Walk in Random Scenery," Journal of Theoretical Probability, Springer, vol. 34(1), pages 103-124, March.
- Deuschel, Jean-Dominique & Fukushima, Ryoki, 2019. "Quenched tail estimate for the random walk in random scenery and in random layered conductance," Stochastic Processes and their Applications, Elsevier, vol. 129(1), pages 102-128.
- Fleischmann, Klaus & Mörters, Peter & Wachtel, Vitali, 2008. "Moderate deviations for a random walk in random scenery," Stochastic Processes and their Applications, Elsevier, vol. 118(10), pages 1768-1802, October.
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Keywords
Random walk in random scenery Local time Large deviations Stretched exponential tails;Statistics
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