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


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  • Laurent, Clément
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    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.

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    Bibliographic Info

    Article provided by Elsevier in its journal Stochastic Processes and their Applications.

    Volume (Year): 120 (2010)
    Issue (Month): 11 (November)
    Pages: 2190-2211

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    Handle: RePEc:eee:spapps:v:120:y:2010:i:11:p:2190-2211

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    Keywords: Large deviations Stable random walks Intersection local time Self-intersections;


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