Self-normalized Moderate Deviations for Random Walk in Random Scenery
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DOI: 10.1007/s10959-019-00965-2
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References listed on IDEAS
- Gantert, Nina & van der Hofstad, Remco & König, Wolfgang, 2006. "Deviations of a random walk in a random scenery with stretched exponential tails," Stochastic Processes and their Applications, Elsevier, vol. 116(3), pages 480-492, March.
- Qi-Man Shao, 1999. "A Cramér Type Large Deviation Result for Student's t-Statistic," Journal of Theoretical Probability, Springer, vol. 12(2), pages 385-398, April.
- Mathias Becker & Wolfgang König, 2009. "Moments and Distribution of the Local Times of a Transient Random Walk on ℤ d," Journal of Theoretical Probability, Springer, vol. 22(2), pages 365-374, June.
- 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
Self-normalized partial sums; Moderate deviations; Random walk in random scenery; Local times;All these keywords.
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