Large deviations for self-intersection local times of stable random walks
Probability
2010-04-01 v1
Abstract
Let be a random walk on . Let the local time at the state and 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 . In the supercritical case , Chen and M\"orters obtain in \cite{ChenMorters} a large deviations principle for the intersection of independent random walks, and Asselah obtains in \cite{Asselah5} a large deviations principle for the SILT with . We extend these results to an -stable process (i.e. ) in the case where .
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