Large deviations for intersection local times in critical dimension

Fabienne Castell

doi:10.1214/09-aop499

Large deviations for intersection local times in critical dimension

The Annals of Probability ◽

10.1214/09-aop499 ◽

2010 ◽

Vol 38 (2) ◽

pp. 927-953 ◽

Cited By ~ 10

Author(s):

Fabienne Castell

Keyword(s):

Large Deviations ◽

Critical Dimension ◽

Local Times ◽

Intersection Local Times

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Large deviations for local times and intersection local times of fractional Brownian motions and Riemann–Liouville processes

The Annals of Probability ◽

10.1214/10-aop566 ◽

2011 ◽

Vol 39 (2) ◽

pp. 729-778 ◽

Cited By ~ 4

Author(s):

Xia Chen ◽

Wenbo V. Li ◽

Jan Rosiński ◽

Qi-Man Shao

Keyword(s):

Large Deviations ◽

Local Times ◽

Brownian Motions ◽

Fractional Brownian Motions ◽

Intersection Local Times

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

The Annals of Probability ◽

10.1214/009117904000001099 ◽

2005 ◽

Vol 33 (3) ◽

pp. 984-1013 ◽

Cited By ~ 7

Author(s):

Richard Bass ◽

Xia Chen ◽

Jay Rosen

Keyword(s):

Large Deviations ◽

Local Times ◽

Stable Processes ◽

Intersection Local Times

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Large deviations estimates for self-intersection local times for simple random walk in $${\mathbb{Z}}^3$$

Probability Theory and Related Fields ◽

10.1007/s00440-007-0078-x ◽

2007 ◽

Vol 141 (1-2) ◽

pp. 19-45 ◽

Cited By ~ 7

Author(s):

Amine Asselah

Keyword(s):

Random Walk ◽

Large Deviations ◽

Simple Random Walk ◽

Local Times ◽

Large Deviations Estimates ◽

Intersection Local Times

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Large deviations for self-intersection local times in subcritical dimensions

Electronic Journal of Probability ◽

10.1214/ejp.v17-1874 ◽

2012 ◽

Vol 17 (0) ◽

Cited By ~ 1

Author(s):

Clément Laurent

Keyword(s):

Large Deviations ◽

Local Times ◽

Intersection Local Times

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Large deviations for self-intersection local times of stable random walks

Stochastic Processes and their Applications ◽

10.1016/j.spa.2010.06.009 ◽

2010 ◽

Vol 120 (11) ◽

pp. 2190-2211 ◽

Cited By ~ 2

Author(s):

Clément Laurent

Keyword(s):

Large Deviations ◽

Random Walks ◽

Local Times ◽

Intersection Local Times

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Uniform Invariance Principles for Intersection Local Times

Seminar on Stochastic Processes, 1992 ◽

10.1007/978-1-4612-0339-1_12 ◽

1993 ◽

pp. 241-247

Author(s):

Jay Rosen

Keyword(s):

Local Times ◽

Invariance Principles ◽

Intersection Local Times

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Superprocess Local and Intersection Local Times and their Corresponding Particle Pictures

Seminar on Stochastic Processes, 1992 ◽

10.1007/978-1-4612-0339-1_1 ◽

1993 ◽

pp. 1-42 ◽

Cited By ~ 4

Author(s):

Robert J. Adler

Keyword(s):

Local Times ◽

Intersection Local Times

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Brownian intersection local times

Random Walk Intersections - Mathematical Surveys and Monographs ◽

10.1090/surv/157/02 ◽

2010 ◽

pp. 25-58

Author(s):

Xia Chen

Keyword(s):

Local Times ◽

Intersection Local Times

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

Annales de l Institut Henri Poincaré Probabilités et Statistiques ◽

10.1016/j.anihpb.2004.09.006 ◽

2005 ◽

Vol 41 (5) ◽

pp. 901-928 ◽

Cited By ~ 5

Author(s):

X CHEN ◽

J ROSEN

Keyword(s):

Random Walks ◽

Local Times ◽

Stable Processes ◽

Exponential Asymptotics ◽

Intersection Local Times

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Renormalized self-intersection local times and Wick power chaos processes

Memoirs of the American Mathematical Society ◽

10.1090/memo/0675 ◽

1999 ◽

Vol 142 (675) ◽

pp. 0-0 ◽

Cited By ~ 2

Author(s):

Michael B. Marcus ◽

Jay Rosen

Keyword(s):

Local Times ◽

Intersection Local Times

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