Large deviations and renormalization for Riesz potentials of stable intersection measures

DOI10.1016/J.SPA.2010.05.006MaRDI QIDQ988685zbMATH OpenOpenAlexFDO

Authors Xia Chen, Jay Rosen

Publication date 18 August 2010

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0910.3371

zbMATH Keywords

large deviationslong-range interaction polaronrandom polymersrenormalizationRiesz potentialsstable intersection measurestable processes

Mathematics Subject Classification ID

Large deviations (60F10) Stable stochastic processes (60G52) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: We study the object formally defined as gamma�ig([0,t]^{2}�ig)=intint_{[0,t]^{2}} | X_{s}- X_{r}|^{-sigma} dr ds-Eintint_{[0,t]^{2}} | X_{s}- X_{r}|^{-sigma} dr ds, where $X_t$ is the symmetric stable processes of index $$ in $R^d$. When $$, this has to be defined as a limit, in the spirit of renormalized self-intersection local time. We obtain results about the large deviations and laws of the iterated logarithm for $gamma$. This is applied to obtain results about stable processes in random potentials.

Review text

The authors study asymptotics and large deviations of Riesz potentials of intersection measures of stable processes. If \((X_t: t \geq 0)\) is a \(d\)-dimensional stable process, and \(A\) is a Borel subset of \(\mathbb R_+^2\), the intersection measure of \(X\) is defined as \[ \mu_A(B) = \int\int_A 1_{\{X_s - X_r \in B\}}\,dr ds, \] defined on \(\mathbb R^d\). The case when \[ A = [0,t]^2_< = \{ (r,s) \in [0,t]^2: r < s\} \] is of particular interest. The authors study the Riesz potential of \(\mu_{[0,t]^2_<}\): \[ \int_{\mathbb R^d} \frac{1}{|x - z|^\sigma} \mu_{[0,t]^2_<}(dx). \] Motivations for this problem come from electrostatistics and from random polymers. They prove a large deviation result for the intersection measure \(\mu_{[0,1]^2_<}\). Using the scaling property of the stable process, this can be used to give large time asymptotics for polarons with long-range interactions. The large deviation result also gives a law of the iterated logarithm for \(\mu_{[0,t]^2_<}\) when \(t \rightarrow \infty\).

Recommendations

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• An almost sure invariance principle for renormalized intersection local times
• scientific article; zbMATH DE number 1004157

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Cited in

(12)

• Temporal asymptotics for fractional parabolic Anderson model
• SPDEs with colored Gaussian noise: a survey
• Large deviations for renormalized self-intersection local times of stable processes
• Integrated density of states of the Anderson Hamiltonian with two-dimensional white noise
• Asymptotic behavior for high moments of the fractional heat equation with fractional noise
• Quenched asymptotics for Brownian motion in generalized Gaussian potential
• Asymptotic behavior of the solution of the fractional heat equation
• Moment intermittency in the PAM with asymptotically singular noise
• Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
• Capacity of the range of random walk: the law of the iterated logarithm
• Large deviations for Riesz potentials of additive processes
• Exponential asymptotics for time-space Hamiltonians

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