Open Access
Translator Disclaimer
March 2010 Large deviations for intersection local times in critical dimension
Fabienne Castell
Ann. Probab. 38(2): 927-953 (March 2010). DOI: 10.1214/09-AOP499

Abstract

Let (Xt, t≥0) be a continuous time simple random walk on ℤd (d≥3), and let lT(x) be the time spent by (Xt, t≥0) on the site x up to time T. We prove a large deviations principle for the q-fold self-intersection local time IT=∑x∈ℤdlT(x)q in the critical case q=d/(d−2). When q is integer, we obtain similar results for the intersection local times of q independent simple random walks.

Citation

Download Citation

Fabienne Castell. "Large deviations for intersection local times in critical dimension." Ann. Probab. 38 (2) 927 - 953, March 2010. https://doi.org/10.1214/09-AOP499

Information

Published: March 2010
First available in Project Euclid: 9 March 2010

zbMATH: 1195.60041
MathSciNet: MR2642895
Digital Object Identifier: 10.1214/09-AOP499

Subjects:
Primary: 60F10 , 60J15 , 60J55

Keywords: intersection local times , large deviations

Rights: Copyright © 2010 Institute of Mathematical Statistics

JOURNAL ARTICLE
27 PAGES


SHARE
Vol.38 • No. 2 • March 2010
Back to Top