Large and Moderate Deviations for the Local Time of a RecurrentMarkov Chain on ZZ 2

نویسندگان

  • N. Gantert
  • O. Zeitouni
چکیده

Let (X n) be a recurrent Markov chain on Z 2 with X 0 = (0; 0) such that for some constant C, PX k = (0; 0)] C k , and whose truncated Green function is slowly varying at innnity. Let L 0 n denote the local time at zero of such a Markov chain. We prove various moderate and large deviation statements and limit laws for rescaled versions of L 0 n , including functional versions of these. A version of Strassen's functional law of the iterated logarithm, recently discovered by E. Css aki, P. R ev esz and J. Rosen, can be derived as a corollary. R esum e Soit (X n) une cha^ ne de Markov r ecurrente sur Z 2 , avec X 0 = (0; 0), telle que pour une constante C, PX k = (0; 0)] C k , et telle que la fonction de Green est de variation lente a l'innni. Avec L 0 n le temps local de (X n) a zero, nous d emontrons des r esultats de grandes d eviations et de d eviations mod er ees pour certains changements d' echelle de L 0 n , ainsi qu'une version fonctionelle. Comme corollaire, on note un th eor eme du logarithme it er e fonctionnel de type Strassen, demontr e r ecemment par E. Css aki, P. R ev esz, et J. Rosen.

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تاریخ انتشار 1998