Large deviations for Poisson systems of independent random walks

J. Theodore Cox; David Griffeath

doi:10.1007/BF00531890

Large deviations for Poisson systems of independent random walks

J. Theodore Cox, David Griffeath

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

30 Scopus citations

Abstract

We prove large deviation theorems for occupation time functionals of independent random walks started from a Poisson field on Z^d. In dimensions 1 and 2 the large deviation tails are larger than exponential. Exact asymptotics are derived.

Original language	English (US)
Pages (from-to)	543-558
Number of pages	16
Journal	Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
Volume	66
Issue number	4
DOIs	https://doi.org/10.1007/BF00531890
State	Published - Dec 1984

ASJC Scopus subject areas

Analysis
Statistics and Probability
General Mathematics

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10.1007/BF00531890

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abstract = "We prove large deviation theorems for occupation time functionals of independent random walks started from a Poisson field on Zd. In dimensions 1 and 2 the large deviation tails are larger than exponential. Exact asymptotics are derived.",

author = "Cox, {J. Theodore} and David Griffeath",

year = "1984",

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Large deviations for Poisson systems of independent random walks

Abstract

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