On large intersection and self-intersection local times in dimension five or more

Details On large intersection and self-intersection local times in dimension five or more On large intersection and self-intersection local times in dimension five or more

2008-01-25

arxiv.org/abs/0801.3918v1

Mathematics

Probability

16 pages

Scientific paper

We show a remarkable similarity between strategies to realize a large intersection or self-intersection local times in dimension five or more. This leads to the same rate functional for large deviation principles for the two objects obtained respectively by Chen and Morters, and by the present author. We also present a new estimate for the distribution of high level sets for a random walk, with application to the geometry of the intersection set of two high level sets of the local times of two independent random walks.

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