Large deviations for self-intersection local times of stable random walks (Q607274)

Let \((X_t: t\geq 0)\) be a continuous time random walk on \(\mathbb Z^d\) with jump rate 1, whose generator \(A\) is defined by \[ Af(x) =\sum_{y\in {\mathbb Z}^d}\mu(y-x)(f(y)-f(x)), \] where \(\mu\) is the law of the jump, i.e., the law of \(\widehat{X}_1\) where \((\widehat{X}_n: n\in\mathbb N)\) is the embedded discrete time Markov chain of \((X_t:~t\geq 0)\). Assume that \(\mu\) is in the domain of attraction of a stable law of index \(\alpha\) and that \(\mu\) is symmetric. More precisely, assume that (i) \(\exists\) \(c_1, c_2\) such that \(\forall\) \(x,y\in\mathbb Z^d\) \[ \frac{c_1}{|y-x|^{d+\alpha}}\leq \mu(y-x)\leq \frac{c_2}{|y-x|^{d+\alpha}}, \] (ii) \(\mu\) is symmetric. In this article, the author is interested in the \(q\)-fold self-intersection local time (SILT), i.e., \[ I_T:=\sum_{x\in\mathbb Z^d} I_T(x)\quad\text{with} \quad I_T(x):=\int_0^T\delta_x(X_s)\,ds. \] \textit{F. Castel} [Ann. Probab. 38, No.~2, 927--953 (2010; Zbl 1195.60041)] proved a large deviations principle for the SILT of the simple random walk in the critical case \(q(d-2)=d\). In the supercritical case \(q(d-2)>d\), \textit{X. Chen} and \textit{P. Mörters} [J. Lond. Math. Soc., II. Ser. 79, No.~1, 186--210 (2009; Zbl 1170.60019)] obtained a large deviations principle for the intersection of \(q\) independent random walks, and \textit{A. Asselah} [ALEA, Lat. Am. J. Probab. Math. Stat. 6, 281--322 (2009)] obtained a large deviations principle for the SILT with \(q=2\). The author of the present paper extends these results to an \(\alpha\)-stable process (\(\alpha\in [0,2]\)) in the case where \(q(d-\alpha)\geq d\): Theorem (large deviations). Assume that \(q(d-\alpha)\geq d\) and \(T\gg b_T\gg T^{\frac{1}{q}}\). Under assumptions (i) and (ii), we have \[ \lim_{T\to\infty}\frac{1}{b_T}\log P(I_T\geq b_T^{q})=-\kappa(q), \] where \[ \kappa(q):=\inf_{f} \left\{\frac{\langle f,-Af\rangle}{\|f\|^2_{2q}},\;\|f\|_2=1\right\} \] is a non-degenerate constant and \(\langle\cdot,\cdot\rangle\) is the classical scalar product on \(l^2(\mathbb Z^d)\).