<p>We prove a moderate deviation principle for the capacity of the range of random walk in <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\mathbb {Z}^5\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="double-struck">Z</mi> </mrow> <mn>5</mn> </msup> </math></EquationSource> </InlineEquation>. Depending on the scale of deviation, we get two different regimes. We observe Gaussian tails when the deviation scale is smaller than <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(n^{1/2} (\log n)^{3/4}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msup> <mi>n</mi> <mrow> <mn>1</mn> <mo stretchy="false">/</mo> <mn>2</mn> </mrow> </msup> <msup> <mrow> <mo stretchy="false">(</mo> <mo>log</mo> <mi>n</mi> <mo stretchy="false">)</mo> </mrow> <mrow> <mn>3</mn> <mo stretchy="false">/</mo> <mn>4</mn> </mrow> </msup> </mrow> </math></EquationSource> </InlineEquation>. Otherwise, we get non-Gaussian tails with a constant arising from a generalized Gagliardo-Nirenberg inequality. This is analogous to the behavior of the volume of the random walk range in <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(\mathbb {Z}^3\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="double-struck">Z</mi> </mrow> <mn>3</mn> </msup> </math></EquationSource> </InlineEquation>. Our methods can also be applied to the <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(d = 4\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>=</mo> <mn>4</mn> </mrow> </math></EquationSource> </InlineEquation> case to prove the moderate deviation principle in almost the full range of interest. This extends the work of Okada and the first author [<CitationRef CitationID="CR1">1</CitationRef>], where they showed moderate deviations up to a deviation scale of <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\log \log n\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo>log</mo> <mo>log</mo> <mi>n</mi> </mrow> </math></EquationSource> </InlineEquation> times the standard deviation.</p>

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Capacity of the range of random walk: Moderate deviations in dimensions 4 and 5

  • Arka Adhikari,
  • Jiyun Park

摘要

We prove a moderate deviation principle for the capacity of the range of random walk in \(\mathbb {Z}^5\) Z 5 . Depending on the scale of deviation, we get two different regimes. We observe Gaussian tails when the deviation scale is smaller than \(n^{1/2} (\log n)^{3/4}\) n 1 / 2 ( log n ) 3 / 4 . Otherwise, we get non-Gaussian tails with a constant arising from a generalized Gagliardo-Nirenberg inequality. This is analogous to the behavior of the volume of the random walk range in \(\mathbb {Z}^3\) Z 3 . Our methods can also be applied to the \(d = 4\) d = 4 case to prove the moderate deviation principle in almost the full range of interest. This extends the work of Okada and the first author [1], where they showed moderate deviations up to a deviation scale of \(\log \log n\) log log n times the standard deviation.