English

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

Probability 2010-04-01 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 the local time at the state xx and IT=xZdlT(x)q I_T= \sum\limits_{x\in\mathbb{Z}^d} l_T(x)^q the q-fold self-intersection local time (SILT). In \cite{Castell} Castell proves a large deviations principle for the SILT of the simple random walk in the critical case q(d2)=dq(d-2)=d. In the supercritical case q(d2)>dq(d-2)>d, Chen and M\"orters obtain in \cite{ChenMorters} a large deviations principle for the intersection of qq independent random walks, and Asselah obtains in \cite{Asselah5} a large deviations principle for the SILT with q=2q=2. We extend these results to an α\alpha-stable process (i.e. α]0,2]\alpha\in]0,2]) in the case where q(dα)dq(d-\alpha)\geq d.

Keywords

Cite

@article{arxiv.1003.6060,
  title  = {Large deviations for self-intersection local times of stable random walks},
  author = {Clément Laurent},
  journal= {arXiv preprint arXiv:1003.6060},
  year   = {2010}
}

Comments

22 pages

R2 v1 2026-06-21T15:05:02.561Z