Optimal bounds for the variance of self-intersection local times

DOI10.1155/2016/5370627MaRDI QIDQ507674zbMATH OpenOpenAlexWikidataFDO

Authors Sergey Utev, George Deligiannidis

Publication date 7 February 2017

Published in International Journal of Stochastic Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1505.07956

zbMATH Keywords

\(\mathbb{Z}^d\)-valued random walkself-intersection local timevariance

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

Abstract: For a random walk $S_n,ngeq0$ in $mathbb{Z}^d$, let $l(n,x)$ be its local time at the site $xinmathbb{Z}^d$. Define the $alpha$-fold self intersection local time $L_n(alpha):=su{m}_{x}l(n,x{)}^{alpha}$, and let $L_n(alpha|epsilon,d)$ the corresponding quantity for $d$-dimensional simple random walk. Without imposing any moment conditions, we show that the variances of the local times $mathopvar(L_n(alpha))$ of any genuinely $d$-dimensional random walk are bounded above by the corresponding characteristics of the simple symmetric random walk in $mathbb{Z}^d$, i.e. $mathopvar(L_n(alpha))leqCmathopvar[L_n(alpha|epsilon,d)]sim{K}_{d,alpha}{v}_{d,alpha}(n)$. In particular, variances of local times of all genuinely $d$-dimensional random walks, $dgeq4$, are similar to the $4$-dimensional symmetric case $mathopvar(L_n(alpha))=O(n)$. On the other hand, in dimensions $dleq3$ the resemblance to the simple random walk $limin{f}_{noinfty}mathopvar(L_n(alpha))/v_{d,alpha}(n)>0$ implies that the jumps must have zero mean and finite second moment.

Review text

Summary: For a \(\mathbb{Z}^d\)-valued random walk \((S_n)_{n \in \mathbb{N}_0}\), let \(l(n, x)\) be its local time at the site \(x \in \mathbb{Z}^d\). For \(\alpha \in \mathbb{N}\), define the \(\alpha\)-fold self-intersection local time as \(L_n(\alpha) := \sum_x l(n, x)^\alpha\). Also let \(L_n^{\mathrm{SRW}}(\alpha)\) be the corresponding quantities for the simple random walk in \(\mathbb{Z}^d\). Without imposing any moment conditions, we show that the variance of the self-intersection local time of any genuinely \(d\)-dimensional random walk is bounded above by the corresponding quantity for the simple symmetric random walk; that is, \(\operatorname{var}(L_n(\alpha)) = O(\operatorname{var} (L_n^{\mathrm{SRW}}(\alpha)))\). In particular, for any genuinely \(d\)-dimensional random walk, with \(d \geq 4\), we have \(\operatorname{var} (L_n(\alpha)) = O(n)\). On the other hand, in dimensions \(d \leq 3\) we show that if the behaviour resembles that of simple random walk, in the sense that \(\lim \inf_{n \to \infty} \operatorname{var} \left(L_n \left(\alpha\right)\right) / \operatorname{var} (L_n^{\mathrm{SRW}}(\alpha)) > 0\), then the increments of the random walk must have zero mean and finite second moment.

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Cited in

(1)

• Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory

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