Large deviations for self-intersection local times of stable random walks
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Publication:607274
DOI10.1016/j.spa.2010.06.009zbMath1217.60021arXiv1003.6060OpenAlexW2016689290MaRDI QIDQ607274
Publication date: 19 November 2010
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.6060
Sums of independent random variables; random walks (60G50) Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55)
Related Items (3)
Derivative of intersection local time of independent symmetric stable motions ⋮ Self-intersection local times of random walks: exponential moments in subcritical dimensions ⋮ Exponential moments of self-intersection local times of stable random walks in subcritical dimensions
Cites Work
- The range of stable random walks
- Large deviations for local times of stable processes and stable random walks in 1 dimension
- Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
- Large deviations for intersection local times in critical dimension
- Hardy-Littlewood theory for semigroups
- On Edwards' model for long polymer chains
- Large and moderate deviations for intersection local times
- Large deviations for renormalized self-intersection local times of stable processes
- Exponential asymptotics for intersection local times of stable processes and random walks
- Transition Probabilities for Symmetric Jump Processes
- Large Deviations Principle for Self-Intersection Local Times for random walk in dimension d>4
- Asymptotic evaluation of certain Markov process expectations for large time—III
- Markov Processes, Gaussian Processes, and Local Times
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