Premium
Upper tails for intersection local times of random walks in supercritical dimensions
Author(s) -
Chen Xia,
Mörters Peter
Publication year - 2009
Publication title -
journal of the london mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.441
H-Index - 62
eISSN - 1469-7750
pISSN - 0024-6107
DOI - 10.1112/jlms/jdn074
Subject(s) - intersection (aeronautics) , random walk , logarithm , mathematics , statistical physics , combinatorics , supercritical fluid , statistics , physics , mathematical analysis , geography , cartography , thermodynamics
We determine the precise asymptotics of the logarithmic upper tail probability of the total intersection local time of p independent random walks in ℤ d under the assumption p ( d −2) > d . Our approach allows a direct treatment of the infinite time horizon.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom