Large deviations for independent random walks
Publication
, Journal Article
Cox, JT; Durrett, R
Published in: Probability Theory and Related Fields
March 1, 1990
We consider a system of independent random walks on ℤ. Let ξn(x) be the number of particles at x at time n, and let Ln(x)=ξ0(x)+ ... +ξn(x) be the total occupation time of x by time n. In this paper we study the large deviations of Ln(0)-Ln(1). The behavior we find is much different from that of Ln(0). We investigate the limiting behavior when the initial configurations has asymptotic density 1 and when ξ0(x) are i.i.d Poisson mean 1, finding that the asymptotics are different in these two cases. © 1990 Springer-Verlag.
Duke Scholars
Published In
Probability Theory and Related Fields
DOI
EISSN
1432-2064
ISSN
0178-8051
Publication Date
March 1, 1990
Volume
84
Issue
1
Start / End Page
67 / 82
Related Subject Headings
- Statistics & Probability
- 0104 Statistics
- 0102 Applied Mathematics
- 0101 Pure Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Cox, J. T., & Durrett, R. (1990). Large deviations for independent random walks. Probability Theory and Related Fields, 84(1), 67–82. https://doi.org/10.1007/BF01288559
Cox, J. T., and R. Durrett. “Large deviations for independent random walks.” Probability Theory and Related Fields 84, no. 1 (March 1, 1990): 67–82. https://doi.org/10.1007/BF01288559.
Cox JT, Durrett R. Large deviations for independent random walks. Probability Theory and Related Fields. 1990 Mar 1;84(1):67–82.
Cox, J. T., and R. Durrett. “Large deviations for independent random walks.” Probability Theory and Related Fields, vol. 84, no. 1, Mar. 1990, pp. 67–82. Scopus, doi:10.1007/BF01288559.
Cox JT, Durrett R. Large deviations for independent random walks. Probability Theory and Related Fields. 1990 Mar 1;84(1):67–82.
Published In
Probability Theory and Related Fields
DOI
EISSN
1432-2064
ISSN
0178-8051
Publication Date
March 1, 1990
Volume
84
Issue
1
Start / End Page
67 / 82
Related Subject Headings
- Statistics & Probability
- 0104 Statistics
- 0102 Applied Mathematics
- 0101 Pure Mathematics