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arxiv: math/0602001 · v1 · submitted 2006-01-31 · 🧮 math.PR

Moderate deviations for the range of planar random walks

classification 🧮 math.PR
keywords randomdeviationsmoderaterangewalkcorrespondingderivefinite
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Given a symmetric random walk in $Z^2$ with finite second moments, let $R_n$ be the range of the random walk up to time $n$. We study moderate deviations for $R_n -E R_n$ and $E R_n -R_n$. We also derive the corresponding laws of the iterated logarithm.

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