First occurrence time of a large density fluctuation for a system of independent random walks

Authors
Asselah, A Pra, PD
Citation
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
ISSN journal
02460203 → ACNP
Volume
36
Issue
3
Year of publication
2000
Pages
367 - 393
Database
ISI
SICI code
0246-0203(200005/06)36:3<367:FOTOAL>2.0.ZU;2-U
Abstract
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.