The Third and Fourth Moment of the Renormalized Intersection Local Time
Probability
2014-12-02 v1
Abstract
In this article we calculate the third and fourth moment of the renormalized intersection local time of a planar Brownian motion. The third moment is calculated anlaytically, the fourth moment numerically. For the closed planar random walk the third moment of the distribution of the multiple point range is also calculated in leading order.
Keywords
Cite
@article{arxiv.1412.0090,
title = {The Third and Fourth Moment of the Renormalized Intersection Local Time},
author = {Daniel Höf},
journal= {arXiv preprint arXiv:1412.0090},
year = {2014}
}
Comments
11 pages