Self-intersection gauge for random walks and for Brownian motion (Q1099505): Difference between revisions

This paper presents very general limit theorems connecting classes of random fields associated with multiple points of planar random walks and functionals associated with self-intersections of a planar Brownian motion. These limit theorems allow the author to recover the existence and main properties of the so-called renormalized self-intersection local times of planar Brownian motion, which he had introduced in previous papers [see, e.g., Regularized self-intersection local times of planar Brownian motion, ibid. 16, 58-74 (1988)]. The concluding section of the present paper contains a survey of the existing literature on Brownian self-intersections, a subject which has been growing extensively during the last years.