Mathematics – Probability
Scientific paper
2005-08-30
Annals of Probability 2005, Vol. 33, No. 3, 984-1013
Mathematics
Probability
Published at http://dx.doi.org/10.1214/009117904000001099 in the Annals of Probability (http://www.imstat.org/aop/) by the Ins
Scientific paper
10.1214/009117904000001099
We study large deviations for the renormalized self-intersection local time
of d-dimensional stable processes of index \beta \in (2d/3,d]. We find a
difference between the upper and lower tail. In addition, we find that the
behavior of the lower tail depends critically on whether \beta
Bass Richard
Chen Xia
Rosen Jay
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