A. Asselah et Pd. Pra, First occurrence time of a large density fluctuation for a system of independent random walks, ANN IHP-PR, 36(3), 2000, pp. 367-393
Citations number
22
Categorie Soggetti
Mathematics
Journal title
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
We obtain sharp asymptotics for the first time a "macroscopic" density fluc
tuation occurs in a system of independent simple symmetric random walks on
Z(d). Also, We show the convergence of the moments of the rescaled time by
establishing tail estimates. (C) 2000 Editions scientifiques et medicales E
lsevier SAS.