202 citations
- University of Tennessee at KnoxvilleUS109 papers
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Showing 2005 · math.PRShow all
3 papers · 2 filters
math.PR2005★ 21 cited
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…
math.PR2005★ 28 cited
Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks
Xia Chen
Let α([0,1]^p) denote the intersection local time of p independent d-dimensional Brownian motions running up to the time 1. Under the conditions p(d-2)<d and d\ge 2, we prove lim_{…
math.PR2005★ 48 cited
Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm
Richard F. Bass, Xia Chen
If β_t is renormalized self-intersection local time for planar Brownian motion, we characterize when Ee^{γβ_1} is finite or infinite in terms of the best constant of a Gagliardo-Ni…