An almost sure invariance principle for renormalized intersection local times

dc.creatorBass, Richard F.
dc.creatorRosen, Jay
dc.date2004-07-08
dc.date.accessioned2026-07-07T05:10:07Z
dc.date.available2026-07-07T05:10:07Z
dc.descriptionLet β_k(n) be the number of self-intersections of order k, appropriately renormalized, for a mean zero random walk X_n in Z^2 with 2+δmoments. On a suitable probability space we can construct X_n and a planar Brownian motion W_t such that for each k\geq 2, |β_k(n)-γ_k(n)|=O(n^{-a}), a.s. for some a>0 where γ_k(n) is the renormalized self-intersection local time of order k at time 1 for the Brownian motion W_{nt}/\sqrt n.
dc.identifierhttps://arxiv.org/abs/math/0407149
dc.identifierhttp://arxiv.org/abs/math/0407149
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/71830
dc.subjectProbability
dc.subject60F17; 60J55
dc.titleAn almost sure invariance principle for renormalized intersection local times
dc.typetext

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