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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
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…
math.PR2005
A random walk proof of the Erdos-Taylor conjecture
Jay Rosen
For the simple random walk in Z^2 we study those points which are visited an unusually large number of times, and provide a new proof of the Erdos-Taylor conjecture describing the…