We study functionals of the form ζt=∫0t⋯∫0t|X1(s1)+⋯+Xp(sp)|−σ ds1 ⋯ dsp, where X1(t), …, Xp(t) are i.i.d. d-dimensional symmetric stable processes of index 0<β≤2. We obtain results about the large deviations and laws of the iterated logarithm for ζt.

We consider the spatial $𝛬$-Fleming–Viot process model (Electron. J. Probab.15(2010) 162–216) for frequencies of genetic types in a population living in ${ℝ}^d$, in the special case in which there are just two types of individuals, labelled $0$ and $1$. At time zero, everyone in a given half-space has type 1, whereas everyone in the complementary half-space has type $0$. We are concerned with patterns of frequencies of the two types at large space and time scales. We consider two cases, one in which the dynamics...

Random walks in random scenery are processes defined by $Z_n:={\sum }_{k=1}^n{\xi }_{X_1+\cdots +X_k}$, where $(X_k,k\ge 1)$ and $({\xi }_y,y\in {\mathbb{Z}}^d)$ are two independent sequences of i.i.d. random variables with values in ${\mathbb{Z}}^d$ and $ℝ$ respectively. We suppose that the distributions of $X_1$ and ${\xi }_0$ belong to the normal basin of attraction of stable distribution of index $\alpha \in (0,2]$ and $\beta \in (0,2]$. When $d=1$ and $\alpha \ne 1$, a functional limit theorem has been established in (Z. Wahrsch. Verw. Gebiete50 (1979) 5–25) and a local limit theorem in (Ann. Probab.To appear). In this paper, we establish the convergence in...

Supposing that the metric space in question supports a fractional diffusion, we prove that after introducing an appropriate multiplicative factor, the Gagliardo seminorms ${\left|\right|f\left|\right|}_{W^{\sigma ,2}}$ of a function f ∈ L²(E,μ) have the property $1/Cℰ(f,f)\le lim in{f}_{\sigma \nearrow 1}{\left(1-\sigma \right)\left|\right|f\left|\right|}_{W^{\sigma ,2}}\le lim su{p}_{\sigma \nearrow 1}{\left(1-\sigma \right)\left|\right|f\left|\right|}_{W^{\sigma ,2}}\le Cℰ(f,f)$, where ℰ is the Dirichlet form relative to the fractional diffusion.

We consider a long-range version of self-avoiding walk in dimension d > 2(α ∧ 2), where d denotes dimension and α the power-law decay exponent of the coupling function. Under appropriate scaling we prove convergence to brownian motion for α ≥ 2, and to α-stable Lévy motion for α < 2. This complements results by Slade [J. Phys. A21 (1988) L417–L420], who proves convergence to brownian motion for nearest-neighbor self-avoiding walk in high dimension.