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Bass, Richard F.

Moderate deviations for the range of planar random walks / [electronic resource] Richard F. Bass, Xia Chen, Jay Rosen. - Providence, R.I. : American Mathematical Society, 2009. - 1 online resource (vii, 82 p. : ill.) - Memoirs of the American Mathematical Society, v. 929 0065-9266 (print); 1947-6221 (online); .

"Volume 198 , number 929 (end of volume)."

Includes bibliographical references.

Chapter 1. Introduction Chapter 2. History Chapter 3. Overview Chapter 4. Preliminaries Chapter 5. Moments of the range Chapter 6. Moderate deviations for $R_n - \mathbb R_n$ Chapter 7. Moderate deviations for $\mathbb R_n - R_n$ Chapter 8. Exponential asymptotics for the smoothed range Chapter 9. Exponential approximation Chapter 10. Laws of the iterated logarithm

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Electronic reproduction.
Providence, Rhode Island :
American Mathematical Society.
2012


Mode of access : World Wide Web

ISBN: 9781470405359 (online)

Subjects--Topical Terms:
Random walks (Mathematics)
Deviation (Mathematics)
Limit theorems (Probability theory)
Local times (Stochastic processes)

LC Class. No.: QA274.73 / .B376 2009

Dewey Class. No.: 519.2/82