21 citations
- City University of New YorkUS2 papers
- Hungarian Academy of SciencesHU2 papers
- TU WienAT2 papers
- University of ConnecticutUS2 papers
- Baruch CollegeUS1 paper
- HUN-REN Alfréd Rényi Institute of MathematicsHU1 paper
- Japan Science and Technology AgencyJP1 paper
- Knoxville CollegeUS1 paper
- Queens College, CUNYUS1 paper
- RIKENJP1 paper
- University of MichiganUS1 paper
- University of Tennessee at KnoxvilleUS1 paper
6 papers · 1 filter
Large deviations and renormalization for Riesz potentials of stable intersection measures
Xia Chen, Jay Rosen
We study the object formally defined as γ\big([0,t]^{2}\big)=\int\int_{[0,t]^{2}} | X_{s}- X_{r}|^{-σ} dr ds-E\int\int_{[0,t]^{2}} | X_{s}- X_{r}|^{-σ} dr ds, where is the…
A CLT for the third integrated moment of Brownian local time increments
Jay Rosen
Let denote the local time of Brownian motion. Our main result is to show that for each fixed $${\int (L^{x+h}_t- L^x_t)^3 dx-12…
Transient nearest neighbor random walk and Bessel process
Endre Csáki, Antónia Földes, Pál Révész
We prove strong invariance principle between a transient Bessel process and a certain nearest neighbor (NN) random walk that is constructed from the former by using stopping times.…
Large deviations for renormalized self-intersection local times of stable processes
Richard Bass, Xia Chen, Jay Rosen
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 low…
Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
Richard F. Bass, Xia Chen, Jay Rosen
Let B_n be the number of self-intersections of a symmetric random walk with finite second moments in the integer planar lattice. We obtain moderate deviation estimates for B_n - E…
Heavy points of a d-dimensional simple random walk
Endre Csáki, Antónia Földes, Pál Révész
For a simple symmetric random walk in dimension , a uniform strong law of large numbers is proved for the number of sites with given local time up to time .