Large deviations for self-intersection local times in subcritical dimensions

DOI10.1214/EJP.V17-1874MaRDI QIDQ428633zbMATH OpenOpenAlexFDO

Authors Clément Laurent

Publication date 22 June 2012

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1011.6486

zbMATH Keywords

large deviationsself-intersectionintersection local times

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55)

Abstract: Let $(X_t,tgeq0)$ be a random walk on $mathbb{Z}^d$. Let $l_t(x)=in{t}_0^{t}delt{a}_x(X_s)ds$ be the local time at site $x$ and $I_t=sumlimit{s}_{xinmathbb{Z}^d}{l}_t(x{)}^p$ the p-fold self-intersection local time (SILT). Becker and K"onig have recently proved a large deviations principle for $I_t$ for all $(p,d)inmathbb{R}^{d}imesmathbb{Z}^d$ such that $p(d-2)<2$. We extend these results to a broader scale of deviations and to the whole subcritical domain $p(d-2)<d$. Moreover we unify the proofs of the large deviations principle using a method introduced by Castell for the critical case $p(d-2)=d$ and developed by Laurent for the critical and supercritical case $p(d-alpha)geqd$ of $alpha$-stable random walk.

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Cited in

(8)

• Large deviations for self-intersection local times of stable random walks
• Large and moderate deviations for intersection local times
• Large deviations for intersection local times in critical dimension
• Self-intersection local times of random walks: exponential moments in subcritical dimensions
• Large Deviations for Clocks of Self-similar Processes
• Large deviation principle for self-intersection local times for random walk in \(\mathbb Z^{d}\) with \(d \geq 5\)
• Exponential moments of self-intersection local times of stable random walks in subcritical dimensions
• Large deviations estimates for self-intersection local times for simple random walk in \({\mathbb{Z}}^3\)

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