Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks

Abstract

Let Bn be the number of self-intersections of a symmetric random walk with finite second moments in the integer planar lattice. We obtain moderate deviation estimates for Bn - E Bn and E Bn- Bn, which are given in terms of the best constant of a certain Gagliardo-Nirenberg inequality. We also prove the corresponding laws of the iterated logarithm.

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