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

varianceself-intersection local time\(\mathbb{Z}^d\)-valued random walk

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.

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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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