Large deviations for self-intersection local times in subcritical dimensions
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Publication:428633
DOI10.1214/EJP.V17-1874zbMATH Open1245.60036arXiv1011.6486OpenAlexW1992034986MaRDI QIDQ428633FDOQ428633
Publication date: 22 June 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Abstract: Let be a random walk on . Let be the local time at site and the p-fold self-intersection local time (SILT). Becker and K"onig have recently proved a large deviations principle for for all such that . We extend these results to a broader scale of deviations and to the whole subcritical domain . Moreover we unify the proofs of the large deviations principle using a method introduced by Castell for the critical case and developed by Laurent for the critical and supercritical case of -stable random walk.
Full work available at URL: https://arxiv.org/abs/1011.6486
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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)
Cited In (5)
- Large Deviations for Clocks of Self-similar Processes
- Self-intersection local times of random walks: exponential moments in subcritical dimensions
- Large deviations for intersection local times in critical dimension
- Exponential moments of self-intersection local times of stable random walks in subcritical dimensions
- Large and moderate deviations for intersection local times
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