Large deviations for renormalized self-intersection local times of stable processes
概率论
2007-05-23 v1
摘要
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 lower tail depends critically on whether \beta <d or \beta =d.
引用
@article{arxiv.math/0508609,
title = {Large deviations for renormalized self-intersection local times of stable processes},
author = {Richard Bass and Xia Chen and Jay Rosen},
journal= {arXiv preprint arXiv:math/0508609},
year = {2007}
}
备注
Published at http://dx.doi.org/10.1214/009117904000001099 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)