• 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