Title of article :
Large deviations and renormalization for Riesz potentials of stable intersection measures
Author/Authors :
Chen، نويسنده , , Xia and Rosen، نويسنده , , Jay، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Pages :
42
From page :
1837
To page :
1878
Abstract :
We study the object formally defined as (0.1) γ ( [ 0 , t ] 2 ) = ∬ [ 0 , t ] 2 | X s − X r | − σ d r d s − E ∬ [ 0 , t ] 2 | X s − X r | − σ d r d s , where X t denotes the symmetric stable processes of index 0 < β ≤ 2 in R d . When β ≤ σ < min { 3 2 β , d } , this has to be defined as a limit, in the spirit of renormalized self-intersection local time. We obtain results about the large deviations and laws of the iterated logarithm for γ . This is applied to obtain results about stable processes in random potentials.
Keywords :
Large deviations , Stable intersection measure , Riesz potentials , Renormalization
Journal title :
Stochastic Processes and their Applications
Serial Year :
2010
Journal title :
Stochastic Processes and their Applications
Record number :
1578316
Link To Document :
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