Electronic Journal of Probability

Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks

Richard Bass, Xia Chen, and Jay Rosen

Full-text: Open access

Abstract

We study moderate deviations for the renormalized self-intersection local time of planar random walks. We also prove laws of the iterated logarithm for such local times.

Article information

Source
Electron. J. Probab., Volume 11 (2006), paper no. 37, 993-1030.

Dates
Accepted: 27 October 2006
First available in Project Euclid: 31 May 2016

Permanent link to this document
https://projecteuclid.org/euclid.ejp/1464730572

Digital Object Identifier
doi:10.1214/EJP.v11-362

Mathematical Reviews number (MathSciNet)
MR2261059

Zentralblatt MATH identifier
1112.60016

Subjects
Primary: 60F10: Large deviations
Secondary: 60J55: Local time and additive functionals 60J65: Brownian motion [See also 58J65]

Keywords
intersection local time moderate deviations planar random walks large deviations Brownian motion Gagliardo-Nirenberg law of the iterated logarith

Rights
This work is licensed under aCreative Commons Attribution 3.0 License.

Citation

Bass, Richard; Chen, Xia; Rosen, Jay. Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks. Electron. J. Probab. 11 (2006), paper no. 37, 993--1030. doi:10.1214/EJP.v11-362. https://projecteuclid.org/euclid.ejp/1464730572


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