Self-Intersections of Stable Processes in the Plane: Local Times and Limit Theorems

DOI10.1007/978-1-4684-0562-0_16MaRDI QIDQ3972795zbMATH OpenOpenAlexFDO

Authors Jay Rosen

Publication date 26 June 1992

Published in Seminar on Stochastic Processes, 1990 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4684-0562-0_16

zbMATH Keywords

limiting behaviorself-intersectionsstable processWiener sausage

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Sample path properties (60G17) Local time and additive functionals (60J55)

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• Continuity and singularity of the intersection local time of stable processes in \({\mathbb{R}}^ 2\)
• Local times of self-intersection
• Stable processes on the boundary of a regular tree
• Upper tail asymptotics for projected intersection local time of symmetric stable processes in subcritical dimensions
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• Upper tails of self-intersection local times of random walks: survey of proof techniques
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• Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory
• Study on the multiple self-intersection local time of symmetric stable processes
• Intersection local times of all orders for Brownian and stable density processes -- construction, renormalisation and limit laws

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