Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks

DOI10.1214/009117904000000513zbMath1067.60071arXivmath/0503593OpenAlexW3106468592MaRDI QIDQ1769513

Xia Chen

Publication date: 21 March 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503593

zbMATH Keywords

Brownian motionGagliardo-Nirenberg inequality

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Large deviations (60F10) Local time and additive functionals (60J55) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (17)

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Cites Work

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