Exponential asymptotics for intersection local times of stable processes and random walks
The authors study large deviations for intersection local times of \(p\) independent \(d\)-dimensional symmetric stable processes of index \(\beta\), under the condition \(p(d-\beta)<d\). The presented approach is based on the Feynman-Kac large deviations, moment computations and some techniques from probability in Banach spaces. In the course of overcoming the various problems associated with the stable processes the authors develop a new approach, which greatly simplifies the proofs even for the case of Brownian motion. They also develop analogous results for random walks which are in the domain of attraction of nondegenerate symmetric stable process of index \(\beta\).
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- Self-intersection local times of random walks: exponential moments in subcritical dimensions
- scientific article; zbMATH DE number 125759
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- Large deviations for renormalized self-intersection local times of stable processes
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- Asymptotic behavior for high moments of the fractional heat equation with fractional noise
- Large deviations and laws of the iterated logarithm for the local times of additive stable processes
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- Large deviation principle for the intersection measure of Brownian motions on unbounded domains
- Upper tail asymptotics for projected intersection local time of symmetric stable processes in subcritical dimensions
- scientific article; zbMATH DE number 125759 (Why is no real title available?)
- Upper tails of self-intersection local times of random walks: survey of proof techniques
- Upper tail asymptotics for the intersection local times of random walks in high dimensions
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- Intersection local times: large deviations and laws of the iterated logarithm
- Exponential moments of self-intersection local times of stable random walks in subcritical dimensions
- Large deviations for self-intersection local times of stable random walks
- Derivatives of intersection local time for two independent symmetric \(\alpha\)-stable processes
- Large deviations for local times of stable processes and stable random walks in 1 dimension
- Moderate and small deviations for the ranges of one-dimensional random walks
- Exponential asymptotics for time-space Hamiltonians
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