Related papers: Intersection local times for interlacements

For polyhedral convex cones in ${\mathbb R}^d$, we give a proof for the conic kinematic formula for conic curvature measures, which avoids the use of characterization theorems. For the random cones defined as typical cones of an isotropic…

In the paper Dynkin construction for self-intersection local time of planar Wiener process is extended on Hilbert-valued weights.

Let \alpha ([0,1]^p) denote the intersection local time of p independent d-dimensional Brownian motions running up to the time 1. Under the conditions p(d-2)<d and d\ge 2, we prove lim_{t\to\infty}t^{-1}\log P\bigl{\alpha([0,1]^p)\ge…

The asymptotics of the probability that the self-intersection local time of a random walk on $\Z^d$ exceeds its expectation by a large amount is a fascinating subject because of its relation to some models from Statistical Mechanics, to…

We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…

We obtain a large deviations principle for the self-intersection local times for a symmetric random walk in dimension d>4. As an application, we obtain moderate deviations for random walk in random sceneries in some region of parameters.

These notes originated in a series of lectures I gave in Marseille in May, 2013. I was invited to give an introduction to the isomorphism theorems, originating with Dynkin, which connect Markov local times and Gaussian processes. This is an…

We propose to study the infrared behaviour of polymerised (or tethered) random manifolds of dimension D interacting via an exclusion condition with a fixed impurity in d-dimensional Euclidean space in which the manifold is embedded. We…

In the paper "Isoperimetry of waists and local versus global asymptotic convex geometries", it was proved that the existence of nicely bounded sections of two symmetric convex bodies K and L implies that the intersection of randomly rotated…

For a random walk $S_n, n\geq 0$ in $\mathbb{Z}^d$, let $l(n,x)$ be its local time at the site $x\in \mathbb{Z}^d$. Define the $\alpha$-fold self intersection local time $L_n(\alpha) := \sum_{x} l(n,x)^{\alpha}$, and let…

We study the penalization problem with various clocks where the weight is given as the exponential functional of multi-point local times for one-dimensional L\'{e}vy processes. The limit processes may vary according to the choice of random…

We introduce the notion of a Thom class of a current and define the localized intersection of currents. In particular we consider the situation where we have a smooth map of manifolds and study localized intersections of the source manifold…

We consider the interlacement Poisson point process on the space of doubly-infinite Z^d-valued trajectories modulo time-shift, tending to infinity at positive and negative infinite times. The set of vertices and edges visited by at least…

We provide a novel proof of the homological excess intersection formula for local complete intersections. The novelty is that the proof makes use of global morphisms comparing the intersections to a self intersection.

By elaborating on the recent progress made in the area of Feynman integrals, we apply the intersection theory for twisted de Rham cohomologies to simple integrals involving orthogonal polynomials, matrix elements of operators in Quantum…

In this note we first consider local times of random walks killed at leaving positive half-axis. We prove that the distribution of the properly rescaled local time at point $N$ conditioned on being positive converges towards an exponential…

We study large deviations for the renormalized self-intersection local time of d-dimensional stable processes of index \beta \in (2d/3,d]. We find a difference between the upper and lower tail. In addition, we find that the behavior of the…

We study the phenomenon of composite operator renormalization and mixing in systems where time-translational invariance is broken and the evolution is out-of-equilibrium. We show that composite operators mix also through non-local memory…

We present a simplification of the recursive algorithm for the evaluation of intersection numbers for differential $n$-forms, by combining the advantages emerging from the choice of delta-forms as generators of relative twisted cohomology…

Suppose X and Y are two independent irreducible Markov chains on n states. We consider the intersection time, which is the first time their trajectories intersect. We show for reversible and lazy chains that the total variation mixing time…