We study large deviations for the renormalized self-intersection local time of d-dimensional stable processes of index β∈(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 β
Publié le : 2005-05-14
Classification:
Large deviations,
stable processes,
intersection local time,
law of the iterated logarithm,
self-intersections,
60J55,
60G52
@article{1115386716,
author = {Bass, Richard and Chen, Xia and Rosen, Jay},
title = {Large deviations for renormalized self-intersection local times of stable processes},
journal = {Ann. Probab.},
volume = {33},
number = {1},
year = {2005},
pages = { 984-1013},
language = {en},
url = {http://dml.mathdoc.fr/item/1115386716}
}
Bass, Richard; Chen, Xia; Rosen, Jay. Large deviations for renormalized self-intersection local times of stable processes. Ann. Probab., Tome 33 (2005) no. 1, pp. 984-1013. http://gdmltest.u-ga.fr/item/1115386716/