English

Large deviations for self-intersection local times in subcritical dimensions

Probability 2010-12-01 v1

Abstract

Let (Xt,t0)(X_t,t\geq 0) be a random walk on Zd\mathbb{Z}^d. Let lt(x)=0tδx(Xs)ds l_t(x)= \int_0^t \delta_x(X_s)ds be the local time at site xx and It=xZdlt(x)p I_t= \sum\limits_{x\in\mathbb{Z}^d} l_t(x)^p the p-fold self-intersection local time (SILT). Becker and K\"onig have recently proved a large deviations principle for ItI_t for all (p,d)Rd×Zd(p,d)\in\mathbb{R}^d\times\mathbb{Z}^d such that p(d2)<2p(d-2)<2. We extend these results to a broader scale of deviations and to the whole subcritical domain p(d2)<dp(d-2)<d. Moreover we unify the proofs of the large deviations principle using a method introduced by Castell for the critical case p(d2)=dp(d-2)=d and developed by Laurent for the critical and supercritical case p(dα)dp(d-\alpha)\geq d of α\alpha-stable random walk.

Keywords

Cite

@article{arxiv.1011.6486,
  title  = {Large deviations for self-intersection local times in subcritical dimensions},
  author = {Clément Laurent},
  journal= {arXiv preprint arXiv:1011.6486},
  year   = {2010}
}
R2 v1 2026-06-21T16:50:53.945Z