Exponential moments of self-intersection local times of stable random walks in subcritical dimensions

DOI10.1112/JLMS/JDT065MaRDI QIDQ5494408zbMATH OpenOpenAlexFDO

Authors Fabienne Castell, Clément Laurent, Clothilde Mélot

Publication date 28 July 2014

Published in Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1205.4917

Mathematics Subject Classification ID

Large deviations (60F10) Local time and additive functionals (60J55)

Abstract: Let $(X_t,tgeq0)$ be an $alpha$-stable random walk with values in $$. Let $l_t(x)=in{t}_0^{t}delt{a}_x(X_s)ds$ be its local time. For $p>1$, not necessarily integer, $I_t=su{m}_x{l}_t^p(x)$ is the so-called $p$-fold self- intersection local time of the random walk. When $p(d-alpha)<d$, we derive precise logarithmic asymptotics of the probability $P(I_{t}geq{r}_t)$ for all scales $r_{t}ggE(I_t)$. Our result extends previous works by Chen, Li and Rosen 2005, Becker and K"onig 2010, and Laurent 2012.

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Cited in

(5)

• Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks
• Self-intersection local times of random walks: exponential moments in subcritical dimensions
• Exponential asymptotics for intersection local times of stable processes and random walks
• Upper tail asymptotics for projected intersection local time of symmetric stable processes in subcritical dimensions
• Upper tails of self-intersection local times of random walks: survey of proof techniques

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