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Self-intersection local times of additive processes: Large deviation and law of the iterated logarithm

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  • Chen, Xia

Abstract

Recently, we studied the large deviations for the local times of additive stable processes. In this work, we investigate the upper tail behaviors of the self-intersection local times of additive stable processes. Let X1(t),...,Xp(t) be independent, d-dimensional symmetric stable processes with stable index 0

Suggested Citation

  • Chen, Xia, 2006. "Self-intersection local times of additive processes: Large deviation and law of the iterated logarithm," Stochastic Processes and their Applications, Elsevier, vol. 116(9), pages 1236-1253, September.
    • Handle: RePEc:eee:spapps:v:116:y:2006:i:9:p:1236-1253
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    References listed on IDEAS

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    1. Csáki, Endre & König, Wolfgang & Shi, Zhan, 1999. "An embedding for the Kesten-Spitzer random walk in random scenery," Stochastic Processes and their Applications, Elsevier, vol. 82(2), pages 283-292, August.
    2. Khoshnevisan, Davar & Lewis, Thomas M., 1998. "A law of the iterated logarithm for stable processes in random scenery," Stochastic Processes and their Applications, Elsevier, vol. 74(1), pages 89-121, May.
    3. Révész, Pál & Shi, Zhan, 2000. "Strong approximation of spatial random walk in random scenery," Stochastic Processes and their Applications, Elsevier, vol. 88(2), pages 329-345, August.
    4. Khoshnevisan, Davar & Xiao, Yimin & Zhong, Yuquan, 2003. "Local times of additive Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 104(2), pages 193-216, April.
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