Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm
成果类型：
Article
署名作者：
Bass, RF; Chen, X
署名单位：
University of Connecticut; University of Tennessee System; University of Tennessee Knoxville
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/009117904000000504
发表日期：
2004
页码：
3221-3247
关键词：
摘要：
If beta(t). is renormalized self-intersection local time for planar Brownian motion, we characterize when Ee(gammabeta1) is finite or infinite in terms of the best constant of a Gagliardo-Nirenberg inequality. We prove large deviation estimates for beta(1) and -beta(1). We establish lim sup and lim inf laws of the iterated logarithm for beta(t) as t --> infinity.
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