@article{AIHPB_2005__41_5_901_0,
author = {Chen, Xia and Rosen, Jay},
title = {Exponential asymptotics for intersection local times of stable processes and random walks},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {901--928},
year = {2005},
publisher = {Elsevier},
volume = {41},
number = {5},
doi = {10.1016/j.anihpb.2004.09.006},
mrnumber = {2165257},
zbl = {1077.60027},
language = {en},
url = {https://www.numdam.org/articles/10.1016/j.anihpb.2004.09.006/}
}
TY - JOUR AU - Chen, Xia AU - Rosen, Jay TI - Exponential asymptotics for intersection local times of stable processes and random walks JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2005 SP - 901 EP - 928 VL - 41 IS - 5 PB - Elsevier UR - https://www.numdam.org/articles/10.1016/j.anihpb.2004.09.006/ DO - 10.1016/j.anihpb.2004.09.006 LA - en ID - AIHPB_2005__41_5_901_0 ER -
%0 Journal Article %A Chen, Xia %A Rosen, Jay %T Exponential asymptotics for intersection local times of stable processes and random walks %J Annales de l'I.H.P. Probabilités et statistiques %D 2005 %P 901-928 %V 41 %N 5 %I Elsevier %U https://www.numdam.org/articles/10.1016/j.anihpb.2004.09.006/ %R 10.1016/j.anihpb.2004.09.006 %G en %F AIHPB_2005__41_5_901_0
Chen, Xia; Rosen, Jay. Exponential asymptotics for intersection local times of stable processes and random walks. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 5, pp. 901-928. doi: 10.1016/j.anihpb.2004.09.006
[1] , , Self intersection local time: critical exponent, large deviations and law of the iterated logarithm, Ann. Probab. 32 (2004) 3221-3247. | Zbl | MR
[2] R. Bass, X. Chen, J. Rosen, Large deviations for renormalized self-intersection local times of stable processes, Ann. Probab., in press. | Zbl | MR
[3] , Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks, Ann. Probab. 32 (2004) 3248-3300. | Zbl | MR
[4] , , Large and moderate deviations for intersection local times, Probab. Theory Related Fields 128 (2004) 213-254. | Zbl | MR
[5] X. Chen, W. Li, J. Rosen, Large deviations for local times of stable processes and stable random walks in 1 dimension, Electron. J. Probab., in press. | Zbl | MR
[6] , , Large Deviations Techniques and Applications, Springer, New York, 1998. | Zbl | MR
[7] , , On laws of the iterated logarithm for local times, C. P. A. M. XXX (1977) 707-753. | Zbl | MR
[8] , Random walks and intersection local time, Ann. Probab. 18 (1990) 959-977. | Zbl | MR
[9] , Limit theorems for stochastic processes, Theory Probab. Appl. 2 (1957) 138-171. | MR
[10] , Multiple points for the sample paths of the symmetric stable processes, Z. Wahrsch. Verw. Gebiete 5 (1966) 247-264. | Zbl | MR
Cité par Sources :






