Large deviations for self-intersection local times of stable random walks

DOI10.1016/J.SPA.2010.06.009MaRDI QIDQ607274zbMATHOpenAlexFDO

Authors Clément Laurent

Publication date 19 November 2010

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1003.6060

zbMATH Keywords

large deviationsintersection local timeself-intersectionsstable randon walks

Mathematics Subject Classification ID

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)

Abstract: Let $(X_t,tgeq0)$ be a random walk on $mathbb{Z}^d$. Let $l_T(x)=in{t}_0^{T}delt{a}_x(X_s)ds$ the local time at the state $x$ and $I_T=sumlimit{s}_{xinmathbb{Z}^d}{l}_T(x{)}^q$ the q-fold self-intersection local time (SILT). In cite{Castell} Castell proves a large deviations principle for the SILT of the simple random walk in the critical case $q(d-2)=d$. In the supercritical case $q(d-2)>d$, Chen and M"orters obtain in cite{ChenMorters} a large deviations principle for the intersection of $q$ independent random walks, and Asselah obtains in cite{Asselah5} a large deviations principle for the SILT with $q=2$. We extend these results to an $alpha$-stable process (i.e. $alphain]0,2]$) in the case where $q(d-alpha)geqd$.

Recommendations

• Large deviations for self-intersection local times in subcritical dimensions
• Large deviations for intersection local times in critical dimension
• Large deviations for renormalized self-intersection local times of stable processes
• Large deviation principle for self-intersection local times for random walk in \(\mathbb Z^{d}\) with \(d \geq 5\)
• Exponential asymptotics for intersection local times of stable processes and random walks

Cites work

• Asymptotic evaluation of certain Markov process expectations for large time—III
• Exponential asymptotics for intersection local times of stable processes and random walks
• Hardy-Littlewood theory for semigroups
• Large and moderate deviations for intersection local times
• Large deviation principle for self-intersection local times for random walk in \(\mathbb Z^{d}\) with \(d \geq 5\)
• Large deviations for intersection local times in critical dimension
• Large deviations for local times of stable processes and stable random walks in 1 dimension
• Large deviations for renormalized self-intersection local times of stable processes
• Markov Processes, Gaussian Processes, and Local Times
• Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
• On Edwards' model for long polymer chains
• The range of stable random walks
• Transition probabilities for symmetric jump processes

Cited in

(13)

• Study on the multiple self-intersection local time of symmetric stable processes
• Large and moderate deviations for intersection local times
• Large deviations for intersection local times in critical dimension
• Self-intersection local times of random walks: exponential moments in subcritical dimensions
• Large deviations for self-intersection local times in subcritical dimensions
• Large deviations for renormalized self-intersection local times of stable processes
• Upper tails of self-intersection local times of random walks: survey of proof techniques
• Large deviations for local times of stable processes and stable random walks in 1 dimension
• Large Deviations for Clocks of Self-similar Processes
• Exponential moments of self-intersection local times of stable random walks in subcritical dimensions
• Large deviations for stable like random walks on \(\mathbb Z^d\) with applications to random walks on wreath products
• Exponential asymptotics for intersection local times of stable processes and random walks
• Derivative of intersection local time of independent symmetric stable motions

This page was built for publication: Large deviations for self-intersection local times of stable random walks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q607274)