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A note on the intersections of two random walks in two dimensions

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  • Vogel, Quirin

Abstract

In this note we prove a large deviation result for the intersection of ranges of two independent random walks in dimension two. This complements the study of Phetpradap from 2011, where the intersection in dimension three and above was studied.

Suggested Citation

  • Vogel, Quirin, 2021. "A note on the intersections of two random walks in two dimensions," Statistics & Probability Letters, Elsevier, vol. 178(C).
    • Handle: RePEc:eee:stapro:v:178:y:2021:i:c:s0167715221001577
    DOI: 10.1016/j.spl.2021.109195
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    References listed on IDEAS

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    1. Einmahl, Uwe, 1989. "Extensions of results of Komlós, Major, and Tusnády to the multivariate case," Journal of Multivariate Analysis, Elsevier, vol. 28(1), pages 20-68, January.
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