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

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dc.creatorBass, Richard
dc.creatorChen, Xia
dc.creatorRosen, Jay
dc.date2005-08-30
dc.date.accessioned2026-07-07T05:22:47Z
dc.date.available2026-07-07T05:22:47Z
dc.descriptionWe 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.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/math/0508609
dc.identifierhttp://arxiv.org/abs/math/0508609
dc.identifierAnnals of Probability 2005, Vol. 33, No. 3, 984-1013
dc.identifierdoi:10.1214/009117904000001099
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/76197
dc.subjectProbability
dc.subject60J55 (Primary) 60G52. (Secondary)
dc.titleLarge deviations for renormalized self-intersection local times of stable processes
dc.typetext

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