most citedSelf-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm

48 citations · 107 across the 5 of their papers we have counts for

collaborators
Showing math.PRShow all

5 papers · 1 filter

math.PR200510 cited

Moderate deviations and law of the iterated logarithm for intersections of the ranges of random walks

Xia Chen

Let S_1(n),...,S_p(n) be independent symmetric random walks in Z^d. We establish moderate deviations and law of the iterated logarithm for the intersection of the ranges #{S_1[0,n]…

math.PR200521 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.PR200528 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.PR200548 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…