LARGE DEVIATIONS FOR INDEPENDENT RANDOM-WALKS ON THE LINE
成果类型：
Article
署名作者：
LEE, TY
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176988186
发表日期：
1995
页码：
1315-1331
关键词：
摘要：
For a system of infinitely many independent symmetric random walks on Z let K-n(x) be the number of visits to x is an element of Z from time 0 to n - 1. The probabilities of some rare events involving (K-n(0), K-n(1)) are estimated as n-->infinity and the corresponding large deviation rate functions are derived for both deterministic and invariant initial distributions. The dependence on the initial distributions is discussed. A simple method is used for guessing at the rate functions. This method is effective for independent random walks on the line and is worth exploring in more general settings.