• Title of article

    Large deviations for self-intersection local times of stable random walks

  • Author/Authors

    Laurent، نويسنده , , Clément، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2010
  • Pages
    22
  • From page
    2190
  • To page
    2211
  • Abstract
    Let ( X t , t ≥ 0 ) be a random walk on Z d . Let l T ( x ) = ∫ 0 T δ x ( X s ) d s be the local time at the state x and I T = ∑ x ∈ Z d l T ( x ) q the q -fold self-intersection local time (SILT). In [5] Castell proves a large deviations principle for the SILT of the simple random walk in the critical case q ( d − 2 ) = d . In the supercritical case q ( d − 2 ) > d , Chen and Mörters obtain in [10] a large deviations principle for the intersection of q independent random walks, and Asselah obtains in [1] a large deviations principle for the SILT with q = 2 . We extend these results to an α -stable process (i.e.  α ∈ ] 0 , 2 ] ) in the case where q ( d − α ) ≥ d .
  • Keywords
    Large deviations , Stable random walks , Intersection local time , Self-intersections
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2010
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578335