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

Clément Laurent

Publication date: 22 June 2012

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

Abstract: Let (Xt,tgeq0) be a random walk on mathbbZd. Let lt(x)=int0tdeltax(Xs)ds be the local time at site x and It=sumlimitsxinmathbbZdlt(x)p the p-fold self-intersection local time (SILT). Becker and K"onig have recently proved a large deviations principle for It for all (p,d)inmathbbRdimesmathbbZd such that p(d2)<2. We extend these results to a broader scale of deviations and to the whole subcritical domain p(d2)<d. Moreover we unify the proofs of the large deviations principle using a method introduced by Castell for the critical case p(d2)=d and developed by Laurent for the critical and supercritical case p(dalpha)geqd of alpha-stable random walk.


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




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