Large deviations for renormalized self-intersection local times of stable processes

Richard Bass; Xia Chen; Jay Rosen

doi:10.1214/009117904000001099

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Large deviations for renormalized self-intersection local times of stable processes

Richard Bass·Xia Chen·Jay Rosen

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Abstract

We study large deviations for the renormalized self-intersection local time of d-dimensional stable processes of index β\in (2d/3,d]. We find a difference between the upper and lower tail. In addition, we find that the behavior of the lower tail depends critically on whether β<d or β=d.

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Richard Bass, Xia Chen, Jay Rosen. 2005-08-30. Large deviations for renormalized self-intersection local times of stable processes. https://doi.org/10.1214/009117904000001099

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