Large deviations and renormalization for Riesz potentials of stable intersection measures

Details Large deviations and renormalization for Riesz potentials of stable intersection measures Large deviations and renormalization for Riesz potentials of stable intersection measures

2009-10-18

arxiv.org/abs/0910.3371v1

Mathematics

Probability

Scientific paper

We study the object formally defined as \gamma\big([0,t]^{2}\big)=\int\int_{[0,t]^{2}} | X_{s}- X_{r}|^{-\sigma} dr ds-E\int\int_{[0,t]^{2}} | X_{s}- X_{r}|^{-\sigma} dr ds, where $X_{t}$ is the symmetric stable processes of index $0<\beta\le 2$ in $R^{d}$. When $\beta\le\sigma<\displaystyle\min \Big\{{3\over 2}\beta, d\Big\}$, this has to be defined as a limit, in the spirit of renormalized self-intersection local time. We obtain results about the large deviations and laws of the iterated logarithm for $\gamma$. This is applied to obtain results about stable processes in random potentials.

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