Self-intersection local times of random walks: exponential moments in subcritical dimensions (Q1934368): Difference between revisions

Let \((S_t)_{t \in [0,\infty]}\) be a simple random walk in continuous time in \(\mathbb{Z}^d\) started from the origin. Denote by \(\ell_t(z)=\int_0^t \operatorname{I}_{\{S_r=z\}}\,dr\) the local time of the walk at site \(z \in \mathbb{Z}^d\) and by \[ \|\ell_t\|_p=\left(\sum_{z \in \mathbb{Z}^d} \ell_t(z)^p\right)^{1/p} \] the \(p\)-norm of local times (\(p \geq 1\)). If \(p\) is an integer, then \[ \|\ell_t\|_p^p=\int_0^t dt_1 \dots \int_0^t dt_p \operatorname{I}_{\{S_{t_1}=\dotsb=S_{t_p}\}} \] is equal to the \(p\)-fold intersection local time of the walk. Non-integer \(p\) are also considered. In the paper, the behavior of the random walk is studied when the walker produces extremely many self-intersections in subcritical dimensions with \(d(p-1)<2p\). Informally, it turns out that the random walk does not leave and homogeneously squeezes a box with radius on a particular scale \(\alpha_t << t^{1/2}\) and the sizes of all the local times are on the same scale \(t \alpha_t^{-d}\) within this box. This result is a corollary of the derived precise logarithmic asymptotics for the exponential moments of \(\theta_t \|\ell_t\|_p\) for various choices of weight functions \(\theta_t\). The precise rate is characterized in terms of variational formula which is in close connection to the Gagliardo-Nirenberg inequality. The main tool is an upper bound for the joint density of the local times of the walk.