Exponential asymptotics for intersection local times of stable processes and random walks

DOI10.1016/j.anihpb.2004.09.006zbMath1077.60027OpenAlexW2052252867MaRDI QIDQ2567145

Xia Chen, Jay S. Rosen

Publication date: 29 September 2005

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2005__41_5_901_0

zbMATH Keywords

local timessymmetric stable processesFeynman-Kac type large deviations

Mathematics Subject Classification ID

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

Related Items (10)

Large deviations and laws of the iterated logarithm for the local times of additive stable processes ⋮ Derivative of intersection local time of independent symmetric stable motions ⋮ Moderate and small deviations for the ranges of one-dimensional random walks ⋮ Large deviations for self-intersection local times of stable random walks ⋮ Large deviation principle for the intersection measure of Brownian motions on unbounded domains ⋮ Self-intersection local time: critical exponent, large deviations, and laws of the iterated logarithm ⋮ Large deviations for renormalized self-intersection local times of stable processes ⋮ Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks ⋮ Exponential moments of self-intersection local times of stable random walks in subcritical dimensions ⋮ Asymptotic behavior for high moments of the fractional heat equation with fractional noise

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