Large and moderate deviations for the local time of a recurrent Markov chain on ℤ2

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 34, Issue 5, 1998, Pages 687-704

  Gantert, N ^a   Zeitouni, O ^b  

^a TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

^b TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Large deviations; Local time; Markov chain; Strassen's law

Indexed keywords

EID: 0032163552     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0246-0203(98)80004-6     Document Type: Article

References (6)

1. 2, to appear in AIHP, 1998.
2. [2] A. DEMBO and O. ZEITOUNI, Large deviations techniques and applications, Second edition, Springer, New York, 1998.
3. [3] J. D. DEUSCHEL and D. W. STROOCK, Large deviations, Academic Press, Boston 1989.
4. [4] N. C. JAIN and W. E. PRUITT, Lower tail probability estimates for subordinators and non-decreasing random walks, Ann. Prob, Vol. 15, 1987, pp. 75-101.
5. [5] N. C. JAIN and W. E. PRUITT, Maximal increments of local time of a random walk, Ann. Prob, Vol. 15, 1987, pp. 1461-1490.
6. 2 and of Lévy processes and random walks in the domain of attraction of Cauchy random variables, Ann. Inst. H. Poincaré, Vol. 30, 1994, pp. 467-499.