Deviations of a random walk in a random scenery with stretched exponential tails

Stochastic Processes and their Applications

Volumn 116, Issue 3, 2006, Pages 480-492

  Gantert, Nina ^a   Van Der Hofstad, Remco ^b   König, Wolfgang ^c  

^a UNIVERSITY OF MÜNSTER   (Germany)

^b EINDHOVEN UNIVERSITY OF TECHNOLOGY   (Netherlands)

^c UNIVERSITY OF LEIPZIG   (Germany)

Author keywords

Large deviations; Local time; Random walk in random scenery; Stretched exponential tails

Indexed keywords

METHOD OF MOMENTS; STOCHASTIC PROGRAMMING;

LARGE DEVIATIONS; LOCAL TIME; RANDOM WALK IN RANDOM SCENERY; STRETCHED EXPONENTIAL TAILS;

RANDOM PROCESSES;

EID: 31344462194     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2005.10.006     Document Type: Article

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