Large deviations for renormalized self-intersection local times of stable processes
arXiv:math/0508609 · doi:10.1214/009117904000001099
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.
Published at http://dx.doi.org/10.1214/009117904000001099 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)