Large deviations for intersection local times in critical dimension

DOI10.1214/09-AOP499MaRDI QIDQ964787zbMATH OpenOpenAlexFDO

Authors Fabienne Castell

Publication date 21 April 2010

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0812.1639

zbMATH Keywords

intersection local timeslarge deviations

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55)

Abstract: Let $(X_t,tgeq0)$ be a continuous time simple random walk on $mathbb{Z}^d$ ($dgeq3$), and let $l_T(x)$ be the time spent by $(X_t,tgeq0)$ on the site $x$ up to time $T$. We prove a large deviations principle for the $q$-fold self-intersection local time $I_T=su{m}_{xinmathbb{Z}^d}{l}_T(x{)}^q$ in the critical case $q=fracdd-2$. When $q$ is integer, we obtain similar results for the intersection local times of $q$ independent simple random walks.

Review text

The author proves a large deviation principle for the so-called \(q\)-fold self-intersection local time \(I_T\) of a simple continuous-time random walk on \(\mathbb{Z}^d\) for \(d\geq 3\). If, in particular, \(q\) is an integer \(I_T\) measures the amount of time the random walk spends on sites that are visited at least \(q\) times. The main focus is on the case when \(q= d/(d- 2)\).

Recommendations

• Large deviations for self-intersection local times in subcritical dimensions
• Large and moderate deviations for intersection local times
• Intersection local times: large deviations and laws of the iterated logarithm
• Large deviations for renormalized self-intersection local times of stable processes
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• Large Deviations for Intersections of Random Walks
• Large deviations for intersection measures of some Markov processes
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