Large deviations for self-intersection local times of stable random walks

Clément Laurent

Stochastic Processes and their Applications, 2010, vol. 120, issue 11, 2190-2211

Abstract: Let (Xt,t>=0) be a random walk on . Let be the local time at the state x and the q-fold self-intersection local time (SILT). In [5] Castell proves a large deviations principle for the SILT of the simple random walk in the critical case q(d-2)=d. In the supercritical case q(d-2)>d, Chen and Mörters obtain in [10] a large deviations principle for the intersection of q independent random walks, and Asselah obtains in [1] a large deviations principle for the SILT with q=2. We extend these results to an [alpha]-stable process (i.e. [alpha][set membership, variant]]0,2]) in the case where q(d-[alpha])>=d.

Keywords: Large; deviations; Stable; random; walks; Intersection; local; time; Self-intersections (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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