Large deviations for the local fluctuations of random walks

Julien Barral, Patrick Loiseau

Research output: Contribution to journalArticlepeer-review

Abstract

We establish large deviation properties valid for almost every sample path of a class of stationary mixing processes (X1,⋯,X n,⋯). These properties are inherited from those of S n=∑i=1n Xi and describe how the local fluctuations of almost every realization of Sn deviate from the almost sure behavior. These results apply to the fluctuations of Brownian motion, Birkhoff averages on hyperbolic dynamics, as well as branching random walks. Also, they lead to new insights into the "randomness" of the digits of expansions in integer bases of Pi. We formulate a new conjecture, supported by numerical experiments, implying the normality of Pi.

Original languageEnglish
Pages (from-to)2272-2302
Number of pages31
JournalStochastic Processes and their Applications
Volume121
Issue number10
DOIs
Publication statusPublished - 1 Oct 2011

Keywords

  • Hyperbolic dynamics
  • Large deviations
  • Mixing processes
  • Normal numbers
  • Random coverings
  • Random walks

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