Large deviations for renormalized self-intersection local times of stable processes

DOI10.1214/009117904000001099zbMath1087.60060arXivmath/0508609OpenAlexW2061770048MaRDI QIDQ1781173

Xia Chen, Richard F. Bass, Jay S. Rosen

Publication date: 23 June 2005

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

Full work available at URL: https://arxiv.org/abs/math/0508609

zbMATH Keywords

law of the iterated logarithmlarge deviationsintersection local timestable processesself-intersection

Mathematics Subject Classification ID

Large deviations (60F10) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Related Items (10)

Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks ⋮ Large deviations and laws of the iterated logarithm for the local times of additive stable processes ⋮ Large deviations in total variation of occupation measures of one-dimensional diffusions ⋮ Moderate and small deviations for the ranges of one-dimensional random walks ⋮ Large deviations for self-intersection local times of stable random walks ⋮ Large deviations estimates for self-intersection local times for simple random walk in \({\mathbb{Z}}^3\) ⋮ Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks ⋮ Large deviations and renormalization for Riesz potentials of stable intersection measures ⋮ Self-intersection local times of additive processes: large deviation and law of the iterated logarithm ⋮ Exponential moments of self-intersection local times of stable random walks in subcritical dimensions

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