Exponential asymptotics for intersection local times of stable processes and random walks

Xia Chen; Jay Rosen

Annales de l'I.H.P. Probabilités et statistiques (2005)

  • Volume: 41, Issue: 5, page 901-928
  • ISSN: 0246-0203

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Chen, Xia, and Rosen, Jay. "Exponential asymptotics for intersection local times of stable processes and random walks." Annales de l'I.H.P. Probabilités et statistiques 41.5 (2005): 901-928. <http://eudml.org/doc/77874>.

@article{Chen2005,
author = {Chen, Xia, Rosen, Jay},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {local times; symmetric stable processes; Feynman-Kac type large deviations},
language = {eng},
number = {5},
pages = {901-928},
publisher = {Elsevier},
title = {Exponential asymptotics for intersection local times of stable processes and random walks},
url = {http://eudml.org/doc/77874},
volume = {41},
year = {2005},
}

TY - JOUR
AU - Chen, Xia
AU - Rosen, Jay
TI - Exponential asymptotics for intersection local times of stable processes and random walks
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2005
PB - Elsevier
VL - 41
IS - 5
SP - 901
EP - 928
LA - eng
KW - local times; symmetric stable processes; Feynman-Kac type large deviations
UR - http://eudml.org/doc/77874
ER -

References

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  1. [1] R. Bass, X. Chen, Self intersection local time: critical exponent, large deviations and law of the iterated logarithm, Ann. Probab.32 (2004) 3221-3247. Zbl1075.60097MR2094444
  2. [2] R. Bass, X. Chen, J. Rosen, Large deviations for renormalized self-intersection local times of stable processes, Ann. Probab., in press. Zbl1087.60060MR2135310
  3. [3] X. Chen, Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks, Ann. Probab.32 (2004) 3248-3300. Zbl1067.60071MR2094445
  4. [4] X. Chen, W. Li, Large and moderate deviations for intersection local times, Probab. Theory Related Fields128 (2004) 213-254. Zbl1038.60074MR2031226
  5. [5] X. Chen, W. Li, J. Rosen, Large deviations for local times of stable processes and stable random walks in 1 dimension, Electron. J. Probab., in press. Zbl1109.60016MR2147318
  6. [6] A. Dembo, O. Zeitouni, Large Deviations Techniques and Applications, Springer, New York, 1998. Zbl0896.60013MR1619036
  7. [7] M.D. Donsker, S.R.S. Varadhan, On laws of the iterated logarithm for local times, C. P. A. M.XXX (1977) 707-753. Zbl0356.60029MR461682
  8. [8] J. Rosen, Random walks and intersection local time, Ann. Probab.18 (1990) 959-977. Zbl0717.60057MR1062054
  9. [9] A.V. Skorohod, Limit theorems for stochastic processes, Theory Probab. Appl.2 (1957) 138-171. MR94842
  10. [10] S.J. Taylor, Multiple points for the sample paths of the symmetric stable processes, Z. Wahrsch. Verw. Gebiete5 (1966) 247-264. Zbl0146.37905MR202193

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