Large deviations for renormalized self-intersection local times of stable processes

• 成果类型: Article
• 署名作者: Bass, R; Chen, X; Rosen, J
• 署名单位: University of Connecticut; University of Tennessee System; University of Tennessee Knoxville; City University of New York (CUNY) System; College of Staten Island (CUNY)
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117904000001099
• 发表日期: 2005
• 页码: 984-1013
• 关键词: iterated logarithm; random-walks; Levy processes; asymptotics; LAWS; continuity

摘要

We study large deviations for the renormalized self-intersection on local time of d-dimensional stable processes of index beta is an element of (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 beta < d or beta = d.