Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm
| dc.creator | Bass, Richard F. | |
| dc.creator | Chen, Xia | |
| dc.date | 2005-03-25 | |
| dc.date.accessioned | 2026-07-07T05:18:28Z | |
| dc.date.available | 2026-07-07T05:18:28Z | |
| dc.description | If β_t is renormalized self-intersection local time for planar Brownian motion, we characterize when Ee^{γβ_1} is finite or infinite in terms of the best constant of a Gagliardo-Nirenberg inequality. We prove large deviation estimates for β_1 and -β_1. We establish lim sup and lim inf laws of the iterated logarithm for β_t as t\to\infty. | |
| dc.description | Published at http://dx.doi.org/10.1214/009117904000000504 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0503592 | |
| dc.identifier | http://arxiv.org/abs/math/0503592 | |
| dc.identifier | Annals of Probability 2004, Vol. 32, No. 4, 3221-3247 | |
| dc.identifier | doi:10.1214/009117904000000504 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/74673 | |
| dc.subject | Probability | |
| dc.subject | 60J55 (Primary) 60J55, 60F10. (Secondary) | |
| dc.title | Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithm | |
| dc.type | text |