Exponential asymptotics for intersection local times of stable processes and random walks

被引：11

作者：

Chen, X

Rosen, J ^{[1
]}

机构：

[1] CUNY Coll Staten Isl, Dept Math, Staten Isl, NY 10314 USA

[2] Univ Tennessee, Dept Math, Knoxville, TN 37996 USA

来源：

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2005年 / 41卷 / 05期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1016/j.anihpb.2004.09.006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study large deviations for intersection local times of p independent d-dimensional symmetric stable processes of index beta, under the condition p(d - beta) < d. Our approach is based on Feynman-Kac type large deviations, moment computations and some techniques from probability in Banach spaces. (c) 2005 Elsevier SAS. All rights reserved.

引用

页码：901 / 928

页数：28

共 9 条

[1] Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm [J].