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Mathematics 2005
Self-intersection local time: Critical exponent, large deviations, and laws of the iterated logarithmDOI: 10.1214/009117904000000504 Abstract: If \beta_t is renormalized self-intersection local time for planar Brownian motion, we characterize when Ee^{\gamma\beta_1} is finite or infinite in terms of the best constant of a Gagliardo-Nirenberg inequality. We prove large deviation estimates for \beta_1 and -\beta_1. We establish lim sup and lim inf laws of the iterated logarithm for \beta_t as t\to\infty.
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