Large deviations for renormalized self-intersection local times of stable processes

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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)

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Probability, 60J55 (Primary) 60G52. (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/76197

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0508609
 http://arxiv.org/abs/math/0508609
 Annals of Probability 2005, Vol. 33, No. 3, 984-1013
 doi:10.1214/009117904000001099

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