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arXiv 1003.6060math.PR
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稳定随机游动自相交局部时的大偏差

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

Clément Laurent

摘要:

设$(X_t,t\geq 0)$是$\mathbb{Z}^d$上的随机游动。令$ l_T(x)= \int_0^T δ_x(X_s)ds$为状态$x$的本地时间,$ I_T= \sum\limits_{x\in\mathbb{Z}^d} l_T(x)^q $为q重自相交本地时间(SILT)。在\cite{Castell}卡斯特证明了大偏差原则的SILT的简单随机游走在临界情况下$q(d-2)=d$。在超临界情形下,Chen和Mörters在\cite{ChenMorters}中得到了$q$独立随机游动的交集的大偏差原理,Asselah在\cite{Asselah5}中得到了SILT与$q=2$的大偏差原理.我们将这些结果推广到一个$α$ -稳定的过程(即$α\in]0,2]$)的情况下,$q(d-α)\geq d$。

英文摘要:

Let $(X_t,t\geq 0)$ be a random walk on $\mathbb{Z}^d$. Let $ l_T(x)= \int_0^T δ_x(X_s)ds$ the local time at the state $x$ and $ I_T= \sum\limits_{x\in\mathbb{Z}^d} l_T(x)^q $ the q-fold self-intersection local time (SILT). In \cite{Castell} Castell proves a large deviations principle for the SILT of the simple random walk in the critical case $q(d-2)=d$. In the supercritical case $q(d-2)>d$, Chen and Mörters obtain in \cite{ChenMorters} a large deviations principle for the intersection of $q$ independent random walks, and Asselah obtains in \cite{Asselah5} a large deviations principle for the SILT with $q=2$. We extend these results to an $α$-stable process (i.e. $α\in]0,2]$) in the case where $q(d-α)\geq d$.

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