Self-intersection local times of random walks : exponential moments in subcritical dimensions
dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
dc.bibliographicCitation.volume | 1532 | |
dc.contributor.author | Becker, Mathias | |
dc.contributor.author | König, Wolfgang | |
dc.date.accessioned | 2016-03-24T17:38:37Z | |
dc.date.available | 2019-06-28T08:05:30Z | |
dc.date.issued | 2010 | |
dc.description.abstract | Fix p>1, not necessarily integer, with p(d-2)0 that are bounded from above, possibly tending to zero. The speed is identified in terms of mixed powers of t and theta_t, and the precise rate is characterized in terms of a variational formula, which is in close connection to the it Gagliardo-Nirenberg inequality. As a corollary, we obtain a large-deviation principle for ell_t _p/(t r_t) for deviation functions r_t satisfying t r_tggE[ ell_t _p]. Informally, it turns out that the random walk homogeneously squeezes in a t-dependent box with diameter of order ll t^1/d to produce the required amount of self-intersections. Our main tool is an upper bound for the joint density of the local times of the walk. | |
dc.description.version | publishedVersion | eng |
dc.format | application/pdf | |
dc.identifier.issn | 0946-8633 | |
dc.identifier.uri | https://doi.org/10.34657/3152 | |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/2314 | |
dc.language.iso | eng | eng |
dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | |
dc.relation.issn | 0946-8633 | eng |
dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
dc.subject.ddc | 510 | |
dc.subject.other | Self-intersection local time | eng |
dc.subject.other | upper tail | eng |
dc.subject.other | Donsker-Varadhan large deviations | eng |
dc.subject.other | variational formula | eng |
dc.subject.other | Gagliardo-Nirenberg inequality | eng |
dc.title | Self-intersection local times of random walks : exponential moments in subcritical dimensions | |
dc.type | Report | eng |
dc.type | Text | eng |
tib.accessRights | openAccess | eng |
wgl.contributor | WIAS | eng |
wgl.subject | Mathematik | eng |
wgl.type | Report / Forschungsbericht / Arbeitspapier | eng |
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