42 citations · 145 across the 45 of their papers we have counts for
4 papers · 1 filter
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…
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…
How large a disc is covered by a random walk in n steps?
Amir Dembo, Yuval Peres, Jay Rosen
We show that the largest disc covered by a simple random walk (SRW) on after n steps has radius n^{1/4+o(1)}, thus resolving an open problem of Révész [Random Walk i…