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Moderate deviations for a random walk in random scenery

✍ Scribed by Klaus Fleischmann; Peter Mörters; Vitali Wachtel


Book ID
108266854
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
609 KB
Volume
118
Category
Article
ISSN
0304-4149

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We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is a time-continuous version of Kesten and Spitzer's random wa