Self-intersection local times of random walks: exponential moments in subcritical dimensions

DOI10.1007/s00440-011-0377-0zbMath1276.60120arXiv1007.4069MaRDI QIDQ1934368

Mathias Becker, Wolfgang König

Publication date: 28 January 2013

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.4069

zbMATH Keywords

self-intersection local time; Gagliardo-Nirenberg inequality; variational formula; upper tail; Donsker-Varadhan large deviations

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60F10: Large deviations

60K37: Processes in random environments

60J55: Local time and additive functionals

Related Items

Exponential moments of self-intersection local times of stable random walks in subcritical dimensions, Eigenvalue versus perimeter in a shape theorem for self-interacting random walks, Eigenvalue Fluctuations for Lattice Anderson Hamiltonians

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