Optimal bounds for the variance of self-intersection local times

DOI10.1155/2016/5370627zbMath1384.60089arXiv1505.07956OpenAlexW2492190562WikidataQ59125091 ScholiaQ59125091MaRDI QIDQ507674

Sergey Utev, George Deligiannidis

Publication date: 7 February 2017

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.07956

zbMATH Keywords

varianceself-intersection local time\(\mathbb{Z}^d\)-valued random walk

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

Cites Work

• Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory
• Moments and distribution of the local time of a two-dimensional random walk
• A quenched limit theorem for the local time of random walks on \(\mathbb Z^2\)
• Moments and distribution of the local times of a transient random walk on \(\mathbb Z^{d}\)
• A law of the iterated logarithm for random walk in random scenery with deterministic normalizers
• Exact norms of a Stein-type operator and associated stochastic orderings
• A central limit theorem for two-dimensional random walks in random sceneries
• The diffusive phase of a model of self-interacting walks
• Limit theorems for one and two-dimensional random walks in random scenery
• Random Walk: A Modern Introduction
• A limit theorem related to a new class of self similar processes
• A comparison inequality for sums of independent random variables
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimal bounds for the variance of self-intersection local times