Optimal bounds for the variance of self-intersection local times (Q507674)

Summary: For a \(\mathbb{Z}^d\)-valued random walk \((S_n)_{n \in \mathbb{N}_0}\), let \(l(n, x)\) be its local time at the site \(x \in \mathbb{Z}^d\). For \(\alpha \in \mathbb{N}\), define the \(\alpha\)-fold self-intersection local time as \(L_n(\alpha) := \sum_x l(n, x)^\alpha\). Also let \(L_n^{\mathrm{SRW}}(\alpha)\) be the corresponding quantities for the simple random walk in \(\mathbb{Z}^d\). Without imposing any moment conditions, we show that the variance of the self-intersection local time of any genuinely \(d\)-dimensional random walk is bounded above by the corresponding quantity for the simple symmetric random walk; that is, \(\operatorname{var}(L_n(\alpha)) = O(\operatorname{var} (L_n^{\mathrm{SRW}}(\alpha)))\). In particular, for any genuinely \(d\)-dimensional random walk, with \(d \geq 4\), we have \(\operatorname{var} (L_n(\alpha)) = O(n)\). On the other hand, in dimensions \(d \leq 3\) we show that if the behaviour resembles that of simple random walk, in the sense that \(\lim \inf_{n \to \infty} \operatorname{var} \left(L_n \left(\alpha\right)\right) / \operatorname{var} (L_n^{\mathrm{SRW}}(\alpha)) > 0\), then the increments of the random walk must have zero mean and finite second moment.