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Moderate Deviations for the Capacity of the Random Walk range in dimension four

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arxiv 2310.07685 v3 pith:BEXCMGKV submitted 2023-10-11 math.PR

Moderate Deviations for the Capacity of the Random Walk range in dimension four

classification math.PR
keywords randomwalkcapacitydeviationequationfindfourmoderate
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In this paper, we find a natural four dimensional analog of the moderate deviation results for the capacity of the random walk, which corresponds to Bass, Chen and Rosen \cite{BCR} concerning the volume of the random walk range for $d=2$. We find that the deviation statistics of the capacity of the random walk can be related to the following constant of generalized Gagliardo-Nirenberg inequalities, \begin{equation*} \label{eq:maxineq} \inf_{f: \|\nabla f\|_{L^2}<\infty} \frac{\|f\|^{1/2}_{L^2} \|\nabla f\|^{1/2}_{L^2}}{ [\int_{(\mathbb{R}^4)^2} f^2(x) G(x-y) f^2(y) \text{d}x \text{d}y]^{1/4}}. \end{equation*}

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